Optimal scenario tree generation for multiperiod financial planning

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 (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: 27 Aug 2021 17:17
URI: http://pure.iiasa.ac.at/6314

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