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Latest revision as of 05:38, 29 July 2024

scientific article; zbMATH DE number 7536212
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English
Dynamic asset-liability management problem in a continuous-time model with delay
scientific article; zbMATH DE number 7536212

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    Dynamic asset-liability management problem in a continuous-time model with delay (English)
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    3 June 2022
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    asset-liability management
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    mean-variance criterion
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    time inconsistency
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    stochastic differential delay equation
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    Hamilton-Jacobi-Bellman equation
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