Path-dependent scenario trees for multistage stochastic programmes in finance

Title
Path-dependent scenario trees for multistage stochastic programmes in finance
Authors
Keywords
-
Journal
QUANTITATIVE FINANCE
Volume 12, Issue 8, Pages 1265-1281
Publisher
Informa UK Limited
Online
2010-12-15
DOI
10.1080/14697688.2010.518154

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