Quotation Hochreiter, Ronald. 2003. Stochastic Optimization and Asset-Liability Management: Issues in (multi-stage) Scenario Modeling. EU-Workshop on Mathematical Optimization Models for Financial Institutions, Part Two: Asset and liability modeling for financial institutions, Ayia Napa, Cyprus, 12.11.


RIS


BibTeX

Tags

Press 'enter' for creating the tag

Publication's profile

Status of publication Published
Affiliation WU
Type of publication Unpublished lecture
Language English
Title Stochastic Optimization and Asset-Liability Management: Issues in (multi-stage) Scenario Modeling
Event EU-Workshop on Mathematical Optimization Models for Financial Institutions, Part Two: Asset and liability modeling for financial institutions
Location Ayia Napa, Cyprus
Date Nov. 12, 2003

Associations

People
Hochreiter, Ronald (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Google Scholar: Search