Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market
Crossref DOI link: https://doi.org/10.1007/s11408-020-00360-6
Published Online: 2020-06-25
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Yu http://orcid.org/0000-0002-9150-7709
Wu, Yonghong
Wiwatanapataphee, Benchawan
Funding for this research was provided by:
China Scholarship CouncilChina Scholarship Council (201506980013)
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First Online: 25 June 2020