Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
2011 ◽
Vol 24
(2)
◽
pp. 317-327
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Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market
2020 ◽
Vol 34
(4)
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pp. 401-427
Keyword(s):
2015 ◽
Vol 2015
◽
pp. 1-16
◽
2013 ◽
Vol 53
(1)
◽
pp. 281-291
◽
Keyword(s):
2013 ◽
Vol 52
(1)
◽
pp. 6-17
◽
2013 ◽
Vol 2013
◽
pp. 1-16
◽
2018 ◽
Vol 78
◽
pp. 72-86
◽
2017 ◽
Vol 21
(1)
◽
pp. 87-106
◽
Keyword(s):