Scenario generation and stochastic programming models for asset liability management

Research output: Contribution to journalArticleAcademicpeer-review

168 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)279-292
Number of pages14
JournalEuropean Journal of Operational Research
Volume134
Issue number2
DOIs
Publication statusPublished - 2001

Cite this