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Discretized reality and spurious profits in stochastic programming models for asset/liability management
Institution:1. State Key Laboratory of Ocean Engineering, Shanghai 200240, China;2. Center of Advanced Computing, School of Naval Architecture, Ocean and Civil Engineering, Shanghai Jiaotong University, Shanghai 200240, China;3. State Key Laboratory of Plateau Ecology and Agriculture, Xining 810018, China;4. School of Hydraulic and Electric Engineering, Qinghai University, Xining 810018, China
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