Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710)
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scientific article; zbMATH DE number 7536212
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset-liability management problem in a continuous-time model with delay |
scientific article; zbMATH DE number 7536212 |
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Dynamic asset-liability management problem in a continuous-time model with delay (English)
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3 June 2022
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asset-liability management
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mean-variance criterion
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time inconsistency
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stochastic differential delay equation
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Hamilton-Jacobi-Bellman equation
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