Continuous-time mean–variance portfolio selection with liability and regime switching
| Year of publication: |
2009
|
|---|---|
| Authors: | Xie, Shuxiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 1, p. 148-156
|