Roy Kouwenberg. Scenario generation and stochastic programming models for asset liability management. European Journal of Operational Research, 134(2):279-292, 2001. [doi]
@article{Kouwenberg01,
title = {Scenario generation and stochastic programming models for asset liability management},
author = {Roy Kouwenberg},
year = {2001},
doi = {10.1016/S0377-2217(00)00261-7},
url = {http://dx.doi.org/10.1016/S0377-2217(00)00261-7},
tags = {programming},
researchr = {https://researchr.org/publication/Kouwenberg01},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {134},
number = {2},
pages = {279-292},
}