Stochastic programming for funding mortgage pools (Q3593603): Difference between revisions

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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
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+Parallel processors for planning under uncertainty
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+A stochastic programming model for money management
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+Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
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+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
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+Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs
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+Q4858094
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+Stochastic Network Programming for Financial Planning Problems
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+An equilibrium characterization of the term structure
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+Applications of Stochastic Programming
@@ Property / cites work: Applications of Stochastic Programming / rank @@
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+A model for portfolio management with mortgage-backed securities
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