Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market

Title
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market
Authors
Keywords
-
Journal
Journal of Systems Science & Complexity
Volume 24, Issue 2, Pages 317-327
Publisher
Springer Nature
Online
2011-04-13
DOI
10.1007/s11424-011-9105-1

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