Jump-diffusion asset-liability management via risk-sensitive control (Q2516637): Difference between revisions
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Revision as of 08:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump-diffusion asset-liability management via risk-sensitive control |
scientific article |
Statements
Jump-diffusion asset-liability management via risk-sensitive control (English)
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3 August 2015
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asset-liability management
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risk-sensitive asset management
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risk-sensitive control
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classical solutions
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viscosity solutions
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jump-diffusion processes
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fund separation theorems
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