scientific article; zbMATH DE number 5877223

zbMath1213.91001MaRDI QIDQ5392482

Søren S. Nielsen, Andrea Consiglio, Stavros A. Zenios

Publication date: 12 April 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

\texttt{GAMS}\texttt{FINLIB}\url{http://www.gams.com/finlib}

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items (1)

A parsimonious model for generating arbitrage-free scenario trees

Uses Software

• GAMS
• GAMS Model

This page was built for publication: