Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences |
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Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (English)
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29 March 2023
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asset-liability management
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HARA utility
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affine diffusion factor process
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drifted Brownian motion
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backward stochastic differential equation
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