@MASTERSTHESIS\{IMM2007-05458,
    author       = "O. Ross",
    title        = "Interest Rate Scenario Generation for Stochastic Programming",
    year         = "2007",
    school       = "Informatics and Mathematical Modelling, Technical University of Denmark, {DTU}",
    address      = "Richard Petersens Plads, Building 321, {DK-}2800 Kgs. Lyngby",
    type         = "",
    note         = "Supervised by Professor Jens Clausen, {IMM,} {DTU,} and PhD student Kourosh Marjani Rasmussen, {IMM,} {DTU}.",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/5458-full.html"
}