Mean-variance asset-liability management under constant elasticity of variance process (Q2520428)
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scientific article; zbMATH DE number 6662944
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| English | Mean-variance asset-liability management under constant elasticity of variance process |
scientific article; zbMATH DE number 6662944 |
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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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0.844836950302124
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0.8399659395217896
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0.831833004951477
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0.8283778429031372
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