Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093): Difference between revisions

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Property / DOI: 10.3934/jimo.2018180 / rank
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Latest revision as of 03:26, 10 December 2024

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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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