CLO replenishment regarded as linear optimisation problem
Year of publication: |
2017
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Authors: | Becker, Claas |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 40.2017, 1/2, p. 53-62
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Subject: | Collateralised loan obligation | Replenishment | Linear optimisation | Mathematische Optimierung | Mathematical programming | Lagerhaltungsmodell | Inventory model | Theorie | Theory | Asset-Backed Securities | Asset-backed securities |
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