Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 01:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks |
scientific article |
Statements
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (English)
0 references
16 July 2020
0 references
asset-liability management
0 references
mean-variance
0 references
stochastic interest rate
0 references
inflation
0 references
Hamilton-Jacobi-Bellman equation
0 references
