×

zbMATH — the first resource for mathematics

Solving ALM problems via sequential stochastic programming. (English) Zbl 1180.90213
Dempster, M. A. H. (ed.) et al., Quantitative fund management. Boca Raton, FL: CRC Press (ISBN 978-1-4200-8191-6/hbk). Chapman & Hall/CRC Financial Mathematics Series, 197-221 (2009).
Cf. Quant. Finance 7, No. 2, 231–244 (2007; Zbl 1278.91139).
For the entire collection see [Zbl 1152.91004].
MSC:
90C15 Stochastic programming
Software:
EVPI
PDF BibTeX XML Cite