Found 8 Documents (Results 1–8)
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks. (English) Zbl 1411.91524
A space decomposition scheme for maximum eigenvalue functions and its applications. (English) Zbl 1377.65064
Math. Methods Oper. Res. 85, No. 3, 453-490 (2017); correction ibid. 87, No. 2, 309 (2018).
Reviewer: Hang Lau (Montréal)
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