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Mean-Variance Asset-Liability Management in a Non-Markovian Regime-Switching Jump-Diffusion Market with Random Horizon

Published Online: 2021-04-07

Published Print: 2021-12

Authors

Sun, Zhongyang https://orcid.org/0000-0003-4410-3346
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11901344)

Natural Science Foundation of Shandong Province (ZR2019QA013)
License Information

Text and Data Mining valid from 2021-04-07

Version of Record valid from 2021-04-07
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Article History

Accepted: 26 March 2021

First Online: 7 April 2021

Document is current