Stochastic dedication
Subtitle: designing fixed income portfolios using massively parallel benders decomposition
By: by Randall S. Hiller, Jonathan Eckstein
Series: Working paper / Division of Research, Harvard Business School -- 91-025; Working paper (Harvard University. Graduate School of Business Administration. Division of Research) -- HBS 91-025
Publisher: Division of Research, Graduate School of Business Administration, Harvard University
Published: 1990
Place of publication: Boston, MA
Language: eng
Number of pages: 44
Subjects: Stochastic programming; Asset-liability management
Notes: "November 1990."

Includes bibliographical references (p. 42-44).