Dynamic asset–liability management in a Markov market with stochastic cash flows

Yao, Haixiang, Li, Xun, Hao, Zhifeng and Li, Yong (2016) Dynamic asset–liability management in a Markov market with stochastic cash flows. Quantitative Finance, 1-23. doi:10.1080/14697688.2016.1151070

Document type: Journal Article
 
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