• Title of article

    Discretized reality and spurious profits in stochastic programming models for asset/liability management

  • Author/Authors

    Pieter Klaassen، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    19
  • From page
    374
  • To page
    392
  • Keywords
    Asset/liability management , Arbitrage , stochastic programming
  • Journal title
    European Journal of Operational Research
  • Serial Year
    1997
  • Journal title
    European Journal of Operational Research
  • Record number

    212221

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=212221