Pieter Klaassen
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Person:1278968
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Comment on “Generating Scenario Trees for Multistage Decision Problems” Management Science | 2012-02-19 | Paper |
| Tail behaviour of credit loss distributions for general latent factor models Applied Mathematical Finance | 2004-09-06 | Paper |
| Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis Management Science | 2002-10-16 | Paper |
| scientific article; zbMATH DE number 1304956 (Why is no real title available?) | 2001-05-11 | Paper |
| Discretized reality and spurious profits in stochastic programming models for asset/liability management European Journal of Operational Research | 2000-01-25 | Paper |
Research outcomes over time
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