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Article
Dynamic asset liability management in a Markov market with stochastic cash flows
Quantitative Finance (2016)
  • Haixiang Yao
  • Xun Li
  • Zhifeng Hao
  • Yong Li
Publication Date
2016
DOI
10.1080/14697688.2016.1151070
Citation Information
Haixiang Yao, Xun Li, Zhifeng Hao and Yong Li. "Dynamic asset liability management in a Markov market with stochastic cash flows" Quantitative Finance (2016)
Available at: http://works.bepress.com/yong_li/5/