Scenario generation and stochastic programming models for asset liability management
| Year of publication: |
2001
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|---|---|
| Authors: | Kouwenberg, Roy |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 134.2001, 2, p. 279-292
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