zbMath0862.90014MaRDI QIDQ5688739
Laureano Fernando Escudero Bueno, Monique Guignard-Spielberg, Seok-Hwa Ahn
Publication date: 23 January 1997
zbMATH Keywords
scenario groups; uncertainty in interest rates
Mathematics Subject Classification ID
90C90: Applications of mathematical programming
90C11: Mixed integer programming
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