Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance asset-liability management problem under non-Markovian regime-switching models |
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Mean-variance asset-liability management problem under non-Markovian regime-switching models (English)
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2 June 2020
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mean-variance
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asset-liability management
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regime-switching
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backward stochastic differential equation
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bounded mean oscillation martingale
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