Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach (Q6497091)

scientific article; zbMATH DE number 7842751

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English	Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach	scientific article; zbMATH DE number 7842751

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Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach (English)

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6 May 2024

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Identifiers

DOI

10.1080/15326349.2023.2221822

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6497091