"No-arbitrage conditions, scenario trees, and multi-asset financial ..."

Alois Geyer, Michael Hanke, Alex Weissensteiner (2010)

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DOI: 10.1016/J.EJOR.2010.03.022

access: closed

type: Journal Article

metadata version: 2020-02-21

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Alois Geyer, Michael Hanke, Alex Weissensteiner:
No-arbitrage conditions, scenario trees, and multi-asset financial optimization. Eur. J. Oper. Res. 206(3): 609-613 (2010)

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