"Scenario tree generation for multiperiod financial optimization by optimal ..."

Georg Ch. Pflug (2001)

> Home

Details and statistics

DOI: 10.1007/PL00011398

access: closed

type: Journal Article

metadata version: 2017-05-27

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mp/Pflug01
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mp/Pflug01
Georg Ch. Pflug:
Scenario tree generation for multiperiod financial optimization by optimal discretization. Math. Program. 89(2): 251-271 (2001)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.