Pages that link to "Item:Q5863710"
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The following pages link to Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710):
Displaying 6 items.
- Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
- Application of optimization methods in solving the problem of optimal control of assets and liabilities by a bank (Q6588749) (← links)
- Approaches to numerical analysis of optimal control with linear phase constraints on the example of the assets and liabilities management by a bank (Q6591519) (← links)
