Robust optimal asset-liabil... - Researchers

Robust optimal asset-liability management with mispricing and stochastic factor market dynamics

Citation

Wang, N & Zhang, Y 2023, 'Robust optimal asset-liability management with mispricing and stochastic factor market dynamics', Insurance; Mathematics and Economics, vol. 113, pp. 251-273.

Year

2023

ANU Authors

Dr Ning Wang

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