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Market-Consistent Scenario Generation
Market-Consistent Scenario Generation This article discusses scenario generators to price or value ... -0.763 91.79 8.21 7.89 16 1.560 130.05 0.00 0.00 17 1.325 125.54 0.00 0.00 18 0.149 105.24 0.00 0.00 ...- Authors: Sam Nandi
- Date: Jul 2006
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Scenario generation