Mean–Variance Asset–Liability Management Problem Under Non-Markovian Regime-Switching Models
Crossref DOI link: https://doi.org/10.1007/s00245-018-9523-8
Published Online: 2018-09-11
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shen, Yang
Wei, Jiaqin
Zhao, Qian
Text and Data Mining valid from 2018-09-11
Version of Record valid from 2018-09-11
Article History
First Online: 11 September 2018