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Continuous-time mean-variance asset-liability management with endogenous liabilities
Insurance, Mathematics and Economics (2013)
  • Haixiang Yao
  • Yongzeng Lai
  • Yong Li
Publication Date
2013
Citation Information
Haixiang Yao, Yongzeng Lai and Yong Li. "Continuous-time mean-variance asset-liability management with endogenous liabilities" Insurance, Mathematics and Economics (2013)
Available at: http://works.bepress.com/yong_li/1/