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Robust asset-liability management games for "n" players under multivariate stochastic covariance models

Ning Wang, Yumo Zhang
Year of publication:
2024
Authors: Wang, Ning ; Zhang, Yumo
Subject: Asset-liability management | Backward stochastic differential equation | Model ambiguity | Nash equilibrium | Stochastic covariance model | Theorie | Theory | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Nash-Gleichgewicht
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