Mean-variance asset–liability management with partial information and uncertain time horizon (Q5009160)
From MaRDI portal
scientific article; zbMATH DE number 7383638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance asset–liability management with partial information and uncertain time horizon |
scientific article; zbMATH DE number 7383638 |
Statements
Mean-variance asset–liability management with partial information and uncertain time horizon (English)
0 references
19 August 2021
0 references
asset
0 references
liability
0 references
uncertain time horizon
0 references
partial information
0 references
BSDE
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
