Robust optimal asset-liability management with mispricing and stochastic factor market dynamics

Ning Wang, Yumo Zhang

Year of publication:	2023
Authors:	Wang, Ning ; Zhang, Yumo
Published in:	Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 113.2023, p. 251-273
Subject:	Asset-liability management \| Backward stochastic differential equation \| Mispricing \| Model ambiguity \| Stochastic factor \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Bilanzstrukturmanagement

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014466215

A service of the