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Latest revision as of 03:24, 15 July 2024

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Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
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    Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (English)
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    15 February 2018
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    asset-liability management
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    derivative investment
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    mean-variance criterion
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    stochastic volatility
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    backward stochastic differential equation
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