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

Cite this

Klaassen, P. (1998). Solving stochastic programming models for asset/liability management using iterative disaggregation. In W. T. Ziemba, & J. M. Mulvey (Eds.), World-wide asset and liability modeling (pp. 427-463). Cambridge: Cambridge University Press.