Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/00207179.2020.1849807 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3100508412 / rank | |||
Normal rank |
Revision as of 23:24, 19 March 2024
scientific article; zbMATH DE number 7536212
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic asset-liability management problem in a continuous-time model with delay |
scientific article; zbMATH DE number 7536212 |
Statements
Dynamic asset-liability management problem in a continuous-time model with delay (English)
0 references
3 June 2022
0 references
asset-liability management
0 references
mean-variance criterion
0 references
time inconsistency
0 references
stochastic differential delay equation
0 references
Hamilton-Jacobi-Bellman equation
0 references