Helmut Mausser, Dan Rosen. 27. Scenario-Based Risk Management Tools. In Stein W. Wallace, William T. Ziemba, editors, Applications of Stochastic Programming. pages 545-574, SIAM, 2005. [doi]
@incollection{MausserR05,
title = {27. Scenario-Based Risk Management Tools},
author = {Helmut Mausser and Dan Rosen},
year = {2005},
doi = {10.1137/1.9780898718799.ch27},
url = {https://doi.org/10.1137/1.9780898718799.ch27},
researchr = {https://researchr.org/publication/MausserR05},
cites = {0},
citedby = {0},
pages = {545-574},
booktitle = {Applications of Stochastic Programming},
editor = {Stein W. Wallace and William T. Ziemba},
publisher = {SIAM},
isbn = {978-0-89871-555-2},
}