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"Solving multistage asset investment problems by the sample average ..."

Jörgen Blomvall, Alexander Shapiro (2006)

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DOI: 10.1007/S10107-006-0723-7

access: closed

type: Journal Article

metadata version: 2023-05-26

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Jörgen Blomvall, Alexander Shapiro:
Solving multistage asset investment problems by the sample average approximation method. Math. Program. 108(2-3): 571-595 (2006)

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