Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time |
scientific article |
Statements
Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (English)
0 references
4 May 2022
0 references
mean-field formulation
0 references
optimal strategy
0 references
closed-form expressions
0 references
0 references
0 references
0 references
