PapiS06'

BibTeX

@article{DBLP:journals/amc/PapiS06,
  author    = {Marco Papi and
               Simone Sbaraglia},
  title     = {Optimal asset-liability management with constraints: A dynamic
               programming approach},
  journal   = {Applied Mathematics and Computation},
  volume    = {173},
  number    = {1},
  year      = {2006},
  pages     = {306-349},
  ee        = {http://dx.doi.org/10.1016/j.amc.2005.04.078},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}