Author of the publication

A two-factor, stochastic programming model of Danish mortgage-backed securities

, and . Journal of Economic Dynamics and Control, 28 (7): 1267--1289 (April 2004)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems., and . Operations Research, 41 (2): 319-337 (1993)An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms., and . PPSC, page 193-198. SIAM, (1991)On the Massively Parallel Solution of Linear Network Flow Problems., and . Network Flows And Matching, volume 12 of DIMACS Series in Discrete Mathematics and Theoretical Computer Science, page 349-369. DIMACS/AMS, (1991)Scalable Parallel Benders Decomposition for Stochastic Linear Programming., and . Parallel Comput., 23 (8): 1069-1088 (1997)Proximal minimizations with D-functions and the massively parallel solution of linear network programs., and . Comput. Optim. Appl., 1 (4): 375-398 (1993)Massively Parallel Algorithms for Singly Constrained Convex Programs., and . INFORMS J. Comput., 4 (2): 166-181 (1992)A two-factor, stochastic programming model of Danish mortgage-backed securities, and . Journal of Economic Dynamics and Control, 28 (7): 1267--1289 (April 2004)Data structures for network algorithms on massively parallel architectures., and . Parallel Comput., 18 (9): 1033-1052 (1992)