Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks

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Publication:781093

DOI10.3934/jimo.2018180zbMath1449.90242OpenAlexW2906239041WikidataQ128644412 ScholiaQ128644412MaRDI QIDQ781093

Zhuo Jin, Huai-nian Zhu, Cheng-ke Zhang

Publication date: 16 July 2020

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2018180




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