Stochastic Optimization in Asset & Liability Management: A Model for Non-Maturing Accounts
Series
Nonconvex Optimization and Its Applications
ISBN
0-7923-6644-1
Type
book section
Date Issued
2001
Author(s)
Editor(s)
Ziemba, W.T.
Mulvey, J.M.
Language
English
Keywords
Multistage Stochastic Programming
Asset & Liability Management
Barycentric Approximation
Non-Maturing Assets & Liabilities
HSG Classification
contribution to scientific community
Refereed
Yes
Book title
Probabilistic Constrained Optimization: Methodology and Applications
Publisher
Kluwer Academic Publishers
Publisher place
Dordrecht, NL
Number
49
Start page
67
End page
101
Pages
35
Subject(s)
Division(s)
Eprints ID
7070
File(s)![Thumbnail Image]()
open.access
Name
StochOptALM.pdf
Size
1.61 MB
Format
Adobe PDF
Checksum (MD5)
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