Stochastic programming models for asset/liability management problems
By: by Randall S. Hiller and Jeremy F. Shapiro
Series: Working paper / Division of Research, Harvard Business School -- 90-047; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 90-047
Publisher: Division of Research, Harvard Business School
Published: 1990
Place of publication: [Boston, MA] (Soldiers Field, Boston MA 02163)
Language: eng
Number of pages: 32
Subjects: Bank management; Stochastic processes
Notes: Bibliography: p. 32.