Asset liability management modeling using multi-stage mixed-integer stochastic programming

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic › peer-review

Original language	English
Title of host publication	Asset and Liability Management Tools
Subtitle of host publication	A Handbook for Best Practice
Editors	B. Scherer
Place of Publication	Londen
Publisher	Risk books
Pages	309-324
Number of pages	16
Publication status	Published - 2003

Handle.net

@inbook{ee15d8fe539f483bbe86dd1f4558f405,

title = "Asset liability management modeling using multi-stage mixed-integer stochastic programming",

author = "S.J. Drijver and \{Klein Haneveld\}, W.K. and \{van der Vlerk\}, M.H.",

year = "2003",

language = "English",

pages = "309--324",

editor = "B. Scherer",

booktitle = "Asset and Liability Management Tools",

publisher = "Risk books",

}

Asset liability management modeling using multi-stage mixed-integer stochastic programming. / Drijver, S.J.; Klein Haneveld, W.K.; van der Vlerk, M.H.
Asset and Liability Management Tools: A Handbook for Best Practice. ed. / B. Scherer. Londen: Risk books, 2003. p. 309-324.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Academic › peer-review