Klaassen Pieter

Pieter Klaassen

Information about the author Pieter Klaassen will soon be added to the site.
Found 3 papers in total
Comment on ‘generating scenario trees for multistage decision problems’
Comment on ‘generating scenario trees for multistage decision problems’
2002
In models of decision making under uncertainty, one typically has to approximate the...
Discretized reality and spurious profits in stochastic programming models for asset/liability management
Discretized reality and spurious profits in stochastic programming models for asset/liability management
1997
In the literature on stochastic programming models for practical portfolio investment...
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis
Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis
1998
Practical portfolio investment problems under uncertainty can be modeled well as...
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