Mortgage loan portfolio optimization using multi-stage stochastic programming
| Year of publication: |
2007
|
|---|---|
| Authors: | Rasmussen, Kourosh Marjani ; Clausen, Jens |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 3, p. 742-766
|
| Publisher: |
Elsevier |