Time-consistent mean-variance asset-liability management with random coefficients (Q1681089): Difference between revisions
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Revision as of 00:52, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent mean-variance asset-liability management with random coefficients |
scientific article |
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Time-consistent mean-variance asset-liability management with random coefficients (English)
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23 November 2017
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asset-liability management
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mean-variance
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equilibrium strategy
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time-inconsistent control problem
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stochastic interest rate
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