Pages that link to "Item:Q931178"
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The following pages link to Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178):
Displaying 5 items.
- Dynamic asset-liability management with frictions (Q6171945) (← links)
- Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
- High-dimensional stochastic control models for newsvendor problems and deep learning resolution (Q6589107) (← links)
- Asset and liability risk management in financial markets (Q6601657) (← links)
