Jelto Borgmann

2 Questions 3 Answers 0 Followers

Questions related from Jelto Borgmann

How to denote interior probabilities in a scenario tree?

Hey, I'm a little confused about the correct notion of interior probabilities in a scenario tree. Assume, that the scenario tree (see link) is given and the space of the final outcome at the end...

03 March 2016 8,980 1 View

Is there literature about time consistency for problems with minimal expected return constraint?

Hey, in the moment I'm dealing with time consistency for optimization problems in the sense of Shapiro(2009). My problem in the moment is, that I think that a minimal expected return constraint...

11 November 2015 5,756 7 View