Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368): Difference between revisions
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Revision as of 02:49, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading |
scientific article |
Statements
Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (English)
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29 March 2023
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asset-liability management
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CIR interest rate
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4/2 stochastic volatility
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derivative trading
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backward stochastic differential equation
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