Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815)
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scientific article; zbMATH DE number 7882275
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models |
scientific article; zbMATH DE number 7882275 |
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Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (English)
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17 July 2024
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asset-liability management
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model ambiguity
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Nash equilibrium
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stochastic covariance model
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backward stochastic differential equation
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