Application of Multistage Stochastic Programs Solved in Parallel in Portfolio Management

Application of Multistage Stochastic Programs Solved in Parallel in Portfolio Management

Authors
  • Lucka, Maria
  • Halada, L.
  • Melichercik, I.
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Shortfacts
Category
Journal Paper
Divisions
Scientific Computing
Journal or Publication Title
Parallel Computing
Publisher
Elsevier
Page Range
pp. 469-485
Number
6-8
Volume
34
Date
July 2008
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