Solving stochastic programming models for asset/liability management using iterative disaggregation

Pieter Klaassen
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Pieter Klaassen: Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics

No 10, Serie Research Memoranda from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

JEL-codes: C61 G11 (search for similar items in EconPapers)
Date: 1997
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