Interest Rate Scenario Generation for Stochastic Programming | Omri Ross
| | Type | Master's thesis [Academic thesis] | | Year | 2007 | | Publisher | Informatics and Mathematical Modelling, Technical University of Denmark, DTU | | Address | Richard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby | | Series | IMM-Thesis-2007-87 | | Note | Supervised by Professor Jens Clausen, IMM, DTU, and PhD student Kourosh Marjani Rasmussen, IMM, DTU. | | Electronic version(s) | [pdf] | | BibTeX data | [bibtex] | | IMM Group(s) | Operations Research |
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