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Scenario tree generation approaches using K-means and LP moment matching methods
  • ISSN号：0377-0427
  • 期刊名称：Journal of Computational and Applied Mathematics
  • 时间：0
  • 页码：4561-4579
  • 相关项目：多期风险度量与投资分析的随机优化方法
作者： Xu, Daobao|Chen, Zhiping|Yang, Li|
同期刊论文项目
多期风险度量与投资分析的随机优化方法
期刊论文 33
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