Spectral decomposition of optimal asset-liability management (Q2271663)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Spectral decomposition of optimal asset-liability management |
scientific article |
Statements
Spectral decomposition of optimal asset-liability management (English)
0 references
7 August 2009
0 references
asset-liability management
0 references
HJB principle
0 references
local time
0 references
spectral theory
0 references
free boundary problem
0 references