An application of stochastic optimization theory to institutional finance

MaRDI QIDQ5422579zbMATH OpenFDO

Authors Janine Mukuddem-Petersen, I. M. Schoeman, A. B. Tau, Mark A. Petersen

Publication date 29 October 2007

zbMATH Keywords

depository financial institutionsoptimizationstochastic modeling

Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of mathematical programming (90C90) Corporate finance (dividends, real options, etc.) (91G50)

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