Mean-variance asset–liability management with partial information and uncertain time horizon
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Publication:5009160
DOI10.1080/02331934.2020.1745795zbMath1471.91550OpenAlexW3014626340MaRDI QIDQ5009160
Publication date: 19 August 2021
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2020.1745795
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial markets (91G15)
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