Optimal dynamic mean-variance asset-liability management under the Heston model

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1687-1847
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
Optimal dynamic mean-variance asset-liability management under the Heston model ; volume:2018 ; number:1 ; day:27 ; month:7 ; year:2018 ; pages:1-16 ; date:12.2018
Advances in difference equations ; 2018, Heft 1 (27.7.2018), 1-16, 12.2018

Classification
Mathematik

Creator
Pan, Jian
Contributor
Zhang, Zujin
Zhou, Xiangying
SpringerLink (Online service)

DOI
10.1186/s13662-018-1677-9
URN
urn:nbn:de:101:1-2018093012291785144442
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
2025-08-15T07:19:59+0200

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Associated

  • Pan, Jian
  • Zhang, Zujin
  • Zhou, Xiangying
  • SpringerLink (Online service)

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