A BSDE approach to risk-based asset allocation of pension funds with regime switching

✍ Scribed by Tak Kuen Siu

• Book ID: 118794996
• Publisher: Springer US
• Year: 2012
• Tongue: English
• Weight: 761 KB
• Volume: 201
• Category: Article
• ISSN: 0254-5330
• DOI: 10.1007/s10479-012-1211-5