Mean–Variance Asset–Liability Management Problem Under Non-Markovian Regime-Switching Models
Shen, Yang, Wei, Jiaqin, Zhao, QianLanguage:
english
Journal:
Applied Mathematics & Optimization
DOI:
10.1007/s00245-018-9523-8
Date:
September, 2018
File:
PDF, 675 KB
english, 2018