Frauendorfer, KarlKarlFrauendorferHaarbrücker, GidoGidoHaarbrücker2023-04-132023-04-132000https://www.alexandria.unisg.ch/handle/20.500.14171/7462710.1080/02331930008844481This paper provides a set of stochastic multistage programs where the evolvement of uncertain factors is given by stochastic processes. We treat a practical problem statement within the field of managing fixed-income securities. Detailed information on the used parameter values in various interest rate models is given. Barycentric approximation is applied to obtain computational results; different measures of the achieved goodness of approximation are indicated.enstochastic multistage programmingbarycentric approximationinterest rate modelstest problemsjournal article