Asset liability management modelling using multistage mixed-integer stochastic programming
Year of publication: |
2003
|
---|---|
Authors: | Drijver, Sibrand J. ; Klein Haneveld, Willem K. ; Vlerk, Maarten H. van der |
Published in: |
Asset and liability management tools. - London : Risk, ISBN 1-904339-06-9. - 2003, p. 309-324
|
Subject: | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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