Author:
Geyer Alois,Hanke Michael,Weissensteiner Alex
Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference26 articles.
1. Introduction to Stochastic Programming;Birge,1997
2. A dynamic model for bond portfolio management;Bradley;Management Science,1972
3. The Russell-Yasuda-Kasai model: An asset/liability model for a Japanese insurance company using multistage stochastic programming;Cariño;Interfaces,1994
4. Option pricing: a simplified approach;Cox;Journal of Financial Economics,1979
5. Introduction to the Economics and Mathematics of Financial Markets;Cvitanic,2004
Cited by
39 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献