No-Arbitrage Bounds for Scenario Generation and Financial Optimization

2012 ◽  
Author(s):  
Alois Geyer ◽  
Michael Hanke ◽  
Alex Weissensteiner
Keyword(s):  
Scenario Generation ◽  
No Arbitrage ◽  
Financial Optimization

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

2010 ◽  
Vol 206 (3) ◽  
pp. 609-613 ◽  
Author(s):  
Alois Geyer ◽  
Michael Hanke ◽  
Alex Weissensteiner
Keyword(s):  
No Arbitrage ◽  
Financial Optimization ◽  
Scenario Trees

Automatic Scenario Generation Through Procedural Modeling for Scenario-Based Training

2009 ◽  
Author(s):  
Glenn Martin ◽  
Sae Schatz ◽  
Clint Bowers ◽  
Charles E. Hughes ◽  
Jennifer Fowlkes ◽  
...  
Keyword(s):  
Scenario Generation ◽  
Procedural Modeling

A Scenario-Generation Package for Assessing and Training Leader Skills

2004 ◽  
Author(s):  
Richard L. Wampler ◽  
Paul N. Blankenbeckler ◽  
Michael D. Dlubac
Keyword(s):  
Scenario Generation ◽  
And Training
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