Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:44, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market |
scientific article |
Statements
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (English)
0 references
17 November 2011
0 references
asset-liability management
0 references
benchmark and mean-variance models
0 references
duality theory
0 references
jump diffusion market
0 references
Hamilton-Jacobi-Bellman equation
0 references
