High performance computing for asset liability management

Research output: Contribution to journal › Article › Academic › peer-review

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@article{e3f80f955b804784b93221d4246c2621,

title = "High performance computing for asset liability management",

author = "Roy Kouwenberg and J Gondzio",

year = "2001",

language = "Undefined/Unknown",

volume = "49",

pages = "879--891",

journal = "Operations Research",

issn = "0030-364X",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

}