Discretized reality and spurious profits in stochastic programming models for asset/liability management
| Year of publication: |
1997
|
|---|---|
| Authors: | Klaassen, Pieter |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 101.1997, 2, p. 374-392
|
| Publisher: |
Elsevier |