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"Scenario generation and stochastic programming models for asset liability ..."

Roy Kouwenberg (2001)

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DOI: 10.1016/S0377-2217(00)00261-7

access: closed

type: Journal Article

metadata version: 2020-02-21

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  dblp key:
  - journals/eor/Kouwenberg01
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  - https://dblp.org/rec/journals/eor/Kouwenberg01
Roy Kouwenberg:
Scenario generation and stochastic programming models for asset liability management. Eur. J. Oper. Res. 134(2): 279-292 (2001)

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