Generating moment matching scenarios using optimization techniques

Sanjay Mehrotra*, Dávid Papp

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

27 Scopus citations

Fingerprint

Dive into the research topics of 'Generating moment matching scenarios using optimization techniques'. Together they form a unique fingerprint.

Computer Science

INIS

Economics, Econometrics and Finance