"Optimal asset-liability management with liquidity constraints and ..."

Jian Pan, Qingxian Xiao (2017)

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DOI: 10.1016/J.CAM.2016.11.037

access: closed

type: Journal Article

metadata version: 2020-02-20

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Jian Pan, Qingxian Xiao:
Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework. J. Comput. Appl. Math. 317: 371-387 (2017)

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