Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020)
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scientific article; zbMATH DE number 7850604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility |
scientific article; zbMATH DE number 7850604 |
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Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (English)
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17 May 2024
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asset-liability management
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relative performance concerns
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non-zero-sum game
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stochastic volatility
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stochastic inflation
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backward stochastic differential equation
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