Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks
Crossref DOI link: https://doi.org/10.1007/s00186-017-0580-6
Published Online: 2017-03-06
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pan, Jian
Xiao, Qingxian
Funding for this research was provided by:
the National Natural Science Foundation of China (No.11501125)
License valid from 2017-03-06