Spectral decomposition of optimal asset–liability management
| Year of publication: |
2009
|
|---|---|
| Authors: | Decamps, Marc ; De Schepper, Ann ; Goovaerts, Marc |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 33.2009, 3, p. 710-725
|