Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969)
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scientific article; zbMATH DE number 1255865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretized reality and spurious profits in stochastic programming models for asset/liability management |
scientific article; zbMATH DE number 1255865 |
Statements
Discretized reality and spurious profits in stochastic programming models for asset/liability management (English)
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25 January 2000
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asset/liability management
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portfolio investment problems
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arbitrage
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