Dynamic stochastic programming for asset-liability management (Q1265878)
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scientific article; zbMATH DE number 1202738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic stochastic programming for asset-liability management |
scientific article; zbMATH DE number 1202738 |
Statements
Dynamic stochastic programming for asset-liability management (English)
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18 March 1999
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dynamic stochastic programming
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linear programming
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quadratic programming
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simplex method
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interior point method
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nested Benders decomposition
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multistage stochastic programming
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computer-aided asset/liability management
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portfolio optimization
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CALM
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pension fund
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