Dynamic replication of non-maturing assets and liabilities

zbMATH Open1114.90412MaRDI QIDQ3416554FDOQ3416554

Michael Schürle

Publication date: 22 January 2007

Recommendations

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Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Cited In (1)

• On the steady state of the replicating portfolio: accounting for a growth rate

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