“Cash Flow Matching: A Risk Management Approach”, Garud Iyengar and Alfred Ka Chun Ma, July, 2009

DOI10.1080/10920277.2009.10597563zbMath1483.91261OpenAlexW1995098287MaRDI QIDQ5029077

Ken O. Kortanek

Publication date: 11 February 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2009.10597563

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Optimal stochastic control (93E20) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Uses Software

• LINDO
• LINGO

Cites Work

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