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A parsimonious model for generating arbitrage-free scenario trees

dc.contributor.authorConsiglio, Andreaen
dc.contributor.authorCarollo, A.en
dc.contributor.authorZenios, Stavros A.en
dc.creatorConsiglio, Andreaen
dc.creatorCarollo, A.en
dc.creatorZenios, Stavros A.en
dc.date.accessioned2019-04-24T06:29:30Z
dc.date.available2019-04-24T06:29:30Z
dc.date.issued2016
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/46778en
dc.language.isoengen
dc.sourceQuantitative Financeen
dc.titleA parsimonious model for generating arbitrage-free scenario treesen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1080/14697688.2015.1114359
dc.description.volume16
dc.description.startingpage201
dc.description.endingpage212
dc.author.facultyΣχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management
dc.author.departmentΤμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance
dc.type.uhtypeArticleen
dc.contributor.orcidZenios, Stavros A. [0000-0001-7576-4898]
dc.contributor.orcidConsiglio, Andrea [0000-0003-1654-9172]
dc.description.totalnumpages201-212
dc.gnosis.orcid0000-0001-7576-4898
dc.gnosis.orcid0000-0003-1654-9172


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