Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696)
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scientific article; zbMATH DE number 7804011
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust optimal asset-liability management with mispricing and stochastic factor market dynamics |
scientific article; zbMATH DE number 7804011 |
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Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (English)
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13 February 2024
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asset-liability management
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model ambiguity
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mispricing
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stochastic factor
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backward stochastic differential equation
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