Optimal dynamic mean-variance asset-liability management under the Heston model

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Publication:1712605

DOI10.1186/s13662-018-1677-9zbMath1446.91077OpenAlexW2884541524WikidataQ129457249 ScholiaQ129457249MaRDI QIDQ1712605

Jian Pan, Zujin Zhang, Xiangying Zhou

Publication date: 22 January 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-018-1677-9




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