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Scenario optimization asset and liability modeling for endowments with guarantees
Consiglio, Andrea, (2000)
Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael, (1998)
Financial engineering durch Finanzinnovationen : Ertrags- und Risikooptimierung bei Banken und Unternehmen
Cramer, Jürgen, (1993)
A linear programming model for assessing asset-liability management in banks
Dash, Mihir, (2011)
A Linear Programming Model for Assessing Asset-Liability Management in Banks
Dash, Mihir, (2010)
Canonical Correlation Analysis of Asset-Liability Management of Indian Banks
Dash, Mihir, (2009)