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zbMath1151.93034MaRDI QIDQ3534754

Andrzej Palczewski

Publication date: 4 November 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asset-liability management stochastic interest rate optimal portfolios

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80)

Related Items (2)

On the parabolic equation for portfolio problems ⋮ The investor problem based on the HJM model

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