Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (Q781093)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks |
scientific article; zbMATH DE number 7221678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks |
scientific article; zbMATH DE number 7221678 |
Statements
Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks (English)
0 references
16 July 2020
0 references
asset-liability management
0 references
mean-variance
0 references
stochastic interest rate
0 references
inflation
0 references
Hamilton-Jacobi-Bellman equation
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
