No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498)
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scientific article; zbMATH DE number 5720430
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No-arbitrage conditions, scenario trees, and multi-asset financial optimization |
scientific article; zbMATH DE number 5720430 |
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No-arbitrage conditions, scenario trees, and multi-asset financial optimization (English)
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11 June 2010
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financial optimization
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uncertainty modeling
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scenario trees
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sparse trees
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0.91026616
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0.90324116
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0.8761176
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0.87439257
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0.87049204
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0.86616147
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0.86154574
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0.8490027
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0.8445906
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