ASSET-LIABILITY MANAGEMENT UNDER BENCHMARK AND MEAN-VARIANCECRITERIA IN A JUMP DIFFUSION MARKET

Yan ZENG;Zhongfei LI

Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (2) : 317-327.

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Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (2) : 317-327. DOI: 10.1007/s11424-011-9105-1
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ASSET-LIABILITY MANAGEMENT UNDER BENCHMARK AND MEAN-VARIANCECRITERIA IN A JUMP DIFFUSION MARKET

  • Yan ZENG(1), Zhongfei LI(2)
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2011, 24(2): 317-327 https://doi.org/10.1007/s11424-011-9105-1

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