Asset-liability management with state-dependent utility in the regime-switching market
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Publication:6115891
DOI10.1080/15326349.2022.2138440zbMath1520.91391OpenAlexW4308842285MaRDI QIDQ6115891
Xiaowei Chen, Dongxu Zhao, Xiu-Fang Li
Publication date: 10 August 2023
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2022.2138440
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