Shape-based scenario generation using copulas

Michal Kaut () and Stein Wallace

Computational Management Science, 2011, vol. 8, issue 1, 199 pages

Keywords: Stochastic programming; Scenario generation; Copulas (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (12)

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DOI: 10.1007/s10287-009-0110-y

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