Russo Emilio

Emilio Russo

Information about the author Emilio Russo will soon be added to the site.
Found 2 papers in total
A moment-matching method to generate arbitrage-free scenarios
2015
We propose a new moment‐matching method to build scenario trees that rule out...
A multistage stochastic programming approach for capital budgeting problems under uncertainty
2013
This paper addresses the capital budgeting problem under uncertainty. In particular,...
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