Discretized reality and spurious profits in stochastic programming models for asset/liability management

P. Klaassen

Research output: Book / ReportReportProfessional

153 Downloads (Pure)
Original languageEnglish
Place of Publicationonbekend
PublisherMarketing
Number of pages30
Publication statusPublished - 1997

Publication series

NameResearch Memorandum VU Amsterdam
No.1997-11

Cite this