Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach
Li, Xun, Wu, Xianping, Yao, HaixiangLanguage:
english
Journal:
Journal of the Operational Research Society
DOI:
10.1080/01605682.2019.1610207
Date:
June, 2019
File:
PDF, 1.54 MB
english, 2019