scientific article; zbMATH DE number 6296773
From MaRDI portal
Publication:5416128
zbMath1292.91155MaRDI QIDQ5416128
Gloria Pérez, L. Aranburu, María Araceli Garín, Laureano Fernando Escudero Bueno
Publication date: 19 May 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic optimizationinterest ratedefault probabilityimmunized portfoliosfixed income-assetsrisk measures and management
Related Items
On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs, Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty, A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems