Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757)

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Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
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    Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (English)
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    17 November 2011
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    asset-liability management
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    benchmark and mean-variance models
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    duality theory
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    jump diffusion market
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    Hamilton-Jacobi-Bellman equation
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