Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (Q2238961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon |
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Mean-variance asset-liability management in a non-Markovian regime-switching jump-diffusion market with random horizon (English)
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2 November 2021
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mean-variance asset-liability management
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jump-diffusion
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regime-switching
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bounded mean oscillation martingale
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backward stochastic differential equation
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