Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

Zhang, Yumo

doi:10.1007/s11009-024-10072-3

Methodol Comput Appl Probab

2024

DOI: 10.1007/s11009-024-10072-3

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Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

Yumo Zhang

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Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

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References 61 publications

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