Solving stochastic programming models for asset/liability management using iterative disaggregation

P. Klaassen

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Original languageEnglish
Title of host publicationWorld-wide asset and liability modeling
EditorsW.T. Ziemba, J.M. Mulvey
Place of PublicationCambridge
PublisherCambridge University Press
Pages427-463
Publication statusPublished - 1998

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