Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank (Q6588749)

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scientific article; zbMATH DE number 7897920
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Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank
scientific article; zbMATH DE number 7897920

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    Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank (English)
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    16 August 2024
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    optimal control
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    asset and liability management
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    gradient descent
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