| Original language | English |
|---|---|
| Title of host publication | World-Wide Asset and Liability Modelling |
| Editors | W.T. Ziemba, J.M. Mulvey |
| Place of Publication | Cambridge |
| Publisher | Cambridge University Press |
| Pages | 561-580 |
| Number of pages | 20 |
| Publication status | Published - 1998 |
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