scientific article; zbMATH DE number 1070407

MaRDI QIDQ4356885zbMATH OpenFDO

Authors Jitka Dupačová, Marida Bertocchi

Publication date 5 October 1997

zbMATH Keywords

sensitivity analysisbond portfoliopostoptimalityItalian bond marketstochastic program with random recourse

Mathematics Subject Classification ID

Stochastic programming (90C15)

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