Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757): Difference between revisions
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Revision as of 01:51, 5 March 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 |
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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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