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Term structure models in multistage stochastic programming: Estimation and approximation - MaRDI portal

Term structure models in multistage stochastic programming: Estimation and approximation (Q5933856)

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scientific article; zbMATH DE number 1604622
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Term structure models in multistage stochastic programming: Estimation and approximation
scientific article; zbMATH DE number 1604622

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    Term structure models in multistage stochastic programming: Estimation and approximation (English)
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    14 June 2001
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    stochastic programming
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    approximation
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    term structure models
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