Research Group of Prof. Dr. M. Griebel
Institute for Numerical Simulation
maximize


@article{GerstnerGriebelHoltz:2008,
  author = {T.~Gerstner and M. ~Griebel and M.~Holtz},
  title = {Efficient Deterministic Numerical Simulation of Stochastic
		  Asset-Liability Management Models in Life Insurance},
  year = {2009},
  volume = {44},
  pages = {434--446},
  journal = {Insurance: Math. Economics},
  annote = {article},
  pdf = {http://wissrech.ins.uni-bonn.de/research/pub/holtz/ALM_num.pdf 1}
}