No-arbitrage conditions, scenario trees, and multi-asset financial optimization

Published 2010 View Full Article

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Title
No-arbitrage conditions, scenario trees, and multi-asset financial optimization
Authors
Keywords
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Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 206, Issue 3, Pages 609-613
Publisher
Elsevier BV
Online
2010-03-16
DOI
10.1016/j.ejor.2010.03.022

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