A stochastic optimization model for the investment of savings accoount deposits

von Forrest, Bruce
Veröffentlicht in Selected papers of the Symposium on Operations Research (SOR'97) (1998)

Asset and liability management with ultra-low/negative interest rates : the perspective of a Swiss bank ; an illustrative example

Veröffentlicht in Asset-liability management with ultra-low interest rates, March 11, 2015 (2015)