Dynamic Stochastic Programming For Asset-liability Management-Reference-Cited by-同舟云学术

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Dynamic Stochastic Programming For Asset-liability Management

Published:1998 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Consigli Giorgio,Dempster M.A.H.

Publisher

Elsevier BV

Reference69 articles.

1. An implementation of Karmarkar's algorithm for linear programming;I Adler;Mathematical Programming,1989

2. Partitioning Procedures for solving mixed-variables programming problems;J F Benders;Numerische Mathematik

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