No-arbitrage conditions, scenario trees, and multi-asset financial optimization
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Publication:976498
DOI10.1016/j.ejor.2010.03.022zbMath1188.91242OpenAlexW1964976844MaRDI QIDQ976498
Michael Hanke, Alex Weissensteiner, Alois Geyer
Publication date: 11 June 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.03.022
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