Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (Q1983698)
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scientific article; zbMATH DE number 7394146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate |
scientific article; zbMATH DE number 7394146 |
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Time-consistent strategy for a multi-period mean-variance asset-liability management problem with stochastic interest rate (English)
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10 September 2021
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multi-period mean-variance model
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time-consistent strategy
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asset-liability management
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stochastic interest rate
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game theory
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