Spectral decomposition of optimal asset-liability management (Q2271663)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral decomposition of optimal asset-liability management |
scientific article |
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Spectral decomposition of optimal asset-liability management (English)
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7 August 2009
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asset-liability management
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HJB principle
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local time
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spectral theory
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free boundary problem
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