Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710)
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scientific article; zbMATH DE number 7536212
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| English | Dynamic asset-liability management problem in a continuous-time model with delay |
scientific article; zbMATH DE number 7536212 |
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Dynamic asset-liability management problem in a continuous-time model with delay (English)
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3 June 2022
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asset-liability management
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mean-variance criterion
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time inconsistency
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stochastic differential delay equation
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Hamilton-Jacobi-Bellman equation
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0.8065301179885864
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0.8050383925437927
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0.8043867349624634
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0.8039931058883667
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0.8018211722373962
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