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"Robust optimal asset-liability management with delay and ambiguity ..."

Yu Yuan, Hui Mi (2023)

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DOI: 10.1080/00207179.2022.2125444

access: closed

type: Journal Article

metadata version: 2024-01-13

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Yu Yuan, Hui Mi:
Robust optimal asset-liability management with delay and ambiguity aversion in a jump-diffusion market. Int. J. Control 96(12): 3083-3099 (2023)

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