Event tree based sampling

Computers and Operations Research

Volumn 33, Issue 5, 2006, Pages 1184-1199

  Kim, Joocheol ^a  

^a Yonsei University   (South Korea)

Author keywords

Asset liability management; Sampling based optimization; Stochastic programming

Indexed keywords

OPTIMIZATION; RANDOM PROCESSES;

ASSET LIABILITY MANAGEMENT; SAMPLING METHOD; SAMPLING-BASED OPTIMIZATION;

SAMPLING;

EID: 26444557379     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2004.09.008     Document Type: Article

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