Stochastic programming for funding mortgage pools (Q3593603)

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Stochastic programming for funding mortgage pools
scientific article

    Statements

    title
    Stochastic programming for funding mortgage pools (English)
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    author
    Gerd Infanger
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    publication date
    23 July 2007
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    zbMATH Keywords
    stochastic programming
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    funding
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    mortgage pools
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    describes a project that uses
    GAMS
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    CPLEX
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    DECIS
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90C15
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    90C90
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    zbMATH DE Number
    5173557
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