Pages that link to "Item:Q839843"
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The following pages link to On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843):
Displaying 10 items.
- A parallelised distributed implementation of a branch and fix coordination algorithm (Q319288) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Stochastic set packing problem (Q713096) (← links)
- Dynamic stochastic programming for asset-liability management (Q1265878) (← links)
- Solving a fractional programming problem in a commercial bank (Q2171099) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: some theoretical and experimental aspects (Q2654324) (← links)
- Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis (Q2783910) (← links)
- An asset -- liability management stochastic program of a leasing company (Q3120388) (← links)
- Asset and liability risk management in financial markets (Q6601657) (← links)