Work

Scenario tree generation for multiperiod financial optimization by optimal discretization

Year: 2001

Type: article

Source: Mathematical Programming

DOI: 10.1007/pl00011398

Author: G.Ch. Pflug

Institution: University of Vienna

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2120991802

FWCI: 11.89

Cites: 8

Cited by: 336

Related to: 10