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Property / author: Zhong-Fei Li / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s11424-011-9105-1 / rank
 
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Latest revision as of 15:31, 4 July 2024

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Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
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    Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (English)
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    17 November 2011
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    asset-liability management
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    benchmark and mean-variance models
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    duality theory
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    jump diffusion market
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    Hamilton-Jacobi-Bellman equation
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