Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance

Vlasta Kanková. Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance. Kybernetika, 53(6):1026-1046, 2017. [doi]

@article{Kankova17,
  title = {Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance},
  author = {Vlasta Kanková},
  year = {2017},
  doi = {10.14736/kyb-2017-6-1026},
  url = {https://doi.org/10.14736/kyb-2017-6-1026},
  researchr = {https://researchr.org/publication/Kankova17},
  cites = {0},
  citedby = {0},
  journal = {Kybernetika},
  volume = {53},
  number = {6},
  pages = {1026-1046},
}