MULTIPERIOD ASSET-LIABILITY MANAGEMENT WITH SERIALLY CORRELATED YIELDS

ZHANG Ling, LI Zhongfei

Journal of Systems Science and Mathematical Sciences ›› 2012, Vol. 32 ›› Issue (3) : 297-309.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2012, Vol. 32 ›› Issue (3) : 297-309. DOI: 10.12341/jssms11849

MULTIPERIOD ASSET-LIABILITY MANAGEMENT WITH SERIALLY CORRELATED YIELDS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2012, 32(3): 297-309 https://doi.org/10.12341/jssms11849

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