Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093): Difference between revisions
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scientific article
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English | Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks |
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Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (English)
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16 July 2020
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asset-liability management
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mean-variance
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stochastic interest rate
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inflation
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Hamilton-Jacobi-Bellman equation
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