Arbitrage and sampling uncertainty in financial stochastic programming models
Berkelaar, A. B., Hoek, H. & Lucas, A.
| Year of publication: |
1999
|
|---|---|
| Authors: | Berkelaar, Arjan B. ; Hoek, Henk ; Lucas, André |
| Publisher: |
Rotterdam |
| Subject: | Bilanzstrukturmanagement | Asset-liability management | Risikomanagement | Risk management | Arbitrage | Pensionskasse | Pension fund | Mathematische Optimierung | Mathematical programming | Niederlande | Netherlands |
| Extent: | 24 S graph. Darst |
|---|---|
| Series: | Report / Econometric Institute, Erasmus University Rotterdam. - Rotterdam, ZDB-ID 863806-8. - Vol. 9919/A |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001495413