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

Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic

Original language	English
Title of host publication	World-wide asset and liability modeling
Editors	W.T. Ziemba, J.M. Mulvey
Place of Publication	Cambridge
Publisher	Cambridge University Press
Pages	427-463
Publication status	Published - 1998

Persistent URL (handle)

@inbook{51a17c0802dc4940b6f7d0b93107029c,

title = "Solving stochastic programming models for asset/liability management using iterative disaggregation",

author = "P. Klaassen",

year = "1998",

language = "English",

pages = "427--463",

editor = "W.T. Ziemba and J.M. Mulvey",

booktitle = "World-wide asset and liability modeling",

publisher = "Cambridge University Press",

}