Scenario tree generation for multiperiod financial optimization by optimal discretization

Pflug GC (2000). Scenario tree generation for multiperiod financial optimization by optimal discretization. Mathematical Programming, Series B 30 (4): 127-139.

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Item Type: Article
Research Programs: Risk, Modeling and Society (RMS)
Bibliographic Reference: Mathematical Programming, Series B; 30(4):127-139 [2000]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:11
Last Modified: 26 Feb 2016 10:18
URI: http://pure.iiasa.ac.at/5985

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