Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization
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Publication:4627148
DOI10.1002/asmb.2290zbMath1419.91579OpenAlexW2765700286MaRDI QIDQ4627148
Publication date: 7 March 2019
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.2290
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