# A parsimonious model for generating arbitrage-free scenario trees

> Research article (Quantitative Finance, 2016) · cited 43× · AI/ML

**Wikidata**: [openalex:W2261184209](https://www.wikidata.org/wiki/openalex:W2261184209)  
**Source**: https://4ort.xyz/entity/a-parsimonious-model-for-generating-arbitrage-free-scenario-trees