Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks |
scientific article |
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Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (English)
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16 July 2020
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asset-liability management
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mean-variance
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stochastic interest rate
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inflation
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Hamilton-Jacobi-Bellman equation
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