مرکز منطقه ای اطلاع رساني علوم و فناوري - Discretized reality and spurious profits in stochastic programming models for asset/liability management

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 :

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 :