Reference
Geyer, A., Hanke, M., & Weissensteiner, A. (2013). Scenario tree generation and multi-asset financial optimization problems. Operations Research Letters, 41, 494-498. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Institute for Financial Services
- Chair in Finance