Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach (Q6497091)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7842751
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach |
scientific article; zbMATH DE number 7842751 |
Statements
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach (English)
0 references
6 May 2024
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8531986474990845
0 references
0.8329925537109375
0 references
0.8212970495223999
0 references
0.8106079697608948
0 references
