Pages that link to "Item:Q3635041"
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The following pages link to High-Performance Computing for Asset-Liability Management (Q3635041):
Displaying 25 items.
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Coupling a memetic algorithm to simulation models for promising multi-period asset allocations (Q336580) (← links)
- Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- A stochastic programming approach to cash management in banking (Q1011242) (← links)
- Fitting random cash management models to data (Q1734858) (← links)
- Investment decisions and sensitivity analysis: NPV-consistency of rates of return (Q1754333) (← links)
- A Riccati-based primal interior point solver for multistage stochastic programming (Q1848394) (← links)
- A Cray T3E implementation of a parallel stochastic dynamic assets and liabilities management model (Q1978669) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- Operational asymptotic stochastic dominance (Q2272323) (← links)
- A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs (Q2301138) (← links)
- A coherent approach to Bayesian data envelopment analysis (Q2333021) (← links)
- Parallelizable preprocessing method for multistage stochastic programming problems (Q2370063) (← links)
- Portfolio and investment risk analysis on global grids (Q2459369) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- A primal-dual decomposition algorithm for multistage stochastic convex programming (Q2571003) (← links)
- An Embarrassingly Parallel Method for Large-Scale Stochastic Programs (Q3296384) (← links)
- A Riccati-based primal interior point solver for multistage stochastic programming ‐ extensions (Q4709730) (← links)
- Cash management using multi-stage stochastic programming (Q5190135) (← links)
- The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement (Q6106508) (← links)
- Asset and liability risk management in financial markets (Q6601657) (← links)
