Optimal scenario tree generation for multiperiod financial planning

Pflug GC (2001). Optimal scenario tree generation for multiperiod financial planning. Mathematical Programming, Series B 89 (2): 251-271.

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Item Type: Article
Research Programs: Risk, Modeling and Society (RMS)
Bibliographic Reference: Mathematical Programming, Series B; 89(2):251-271 [2001]
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:13
Last Modified: 26 Feb 2016 10:18
URI: http://pure.iiasa.ac.at/6314

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