A stochastic optimization model for the investment of savings accoount deposits
Year of publication: |
1998
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Authors: | Forrest, Bruce |
Other Persons: | Frauendorfer, Karl (contributor) ; Schürle, Michael (contributor) |
Published in: |
Selected papers of the Symposium on Operations Research (SOR'97) : Jena, September 3 - 5, 1997. - Berlin [u.a.] : Springer, ISBN 3-540-64240-4. - 1998, p. 382-387
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Subject: | Bilanzstrukturmanagement | Asset-liability management | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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