Mean-variance asset-liability management under constant elasticity of variance process (Q2520428)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance asset-liability management under constant elasticity of variance process |
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Mean-variance asset-liability management under constant elasticity of variance process (English)
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13 December 2016
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mean-variance
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asset-liability management
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constant elasticity of variance
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multiple assets
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BSDE
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