Quotation Geyer, Alois, Hanke, Michael, Weissensteiner, Alex. 2010. Scenario Tree Generation and Multi-Asset Financial Optimization Problems.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Scenario Tree Generation and Multi-Asset Financial Optimization Problems
Year 2010
URL http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1857411

Associations

People
Geyer, Alois (Details)
Hanke, Michael (Former researcher)
External
Weissensteiner, Alex (Free University of Bolzano/Bozen, Italy)
Organization
Institute for Financial Research IN (Details)
Competence Center for Empirical Research Methods WE (Details)
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