"Developing a multi-period robust optimization model considering American ..."

Saeed Marzban, Masoud Mahootchi, Alireza Arshadi Khamseh (2015)

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DOI: 10.1007/S10479-013-1461-X

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/MarzbanMK15
Saeed Marzban, Masoud Mahootchi, Alireza Arshadi Khamseh:
Developing a multi-period robust optimization model considering American style options. Ann. Oper. Res. 233(1): 305-320 (2015)

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