Mean-variance asset-liability management with inside information
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Publication:6587726
DOI10.1080/03610926.2020.1772982MaRDI QIDQ6587726
Publication date: 14 August 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Financial and insurance mathematics (aspects of mathematics education) (97M30)
Cites Work
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