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"A Large-Scale Optimization Model for Replicating Portfolios in the Life ..."
Maximilian Adelmann et al. (2021)
- Maximilian Adelmann, Lucio Fernandez-Arjona, János Mayer, Karl Schmedders:
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry. Oper. Res. 69(4): 1134-1157 (2021)
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