"Optimal asset-liability management with constraints: A dynamic programming ..."

Marco Papi, Simone Sbaraglia (2006)

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DOI: 10.1016/J.AMC.2005.04.078

access: closed

type: Journal Article

metadata version: 2020-02-21

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Marco Papi, Simone Sbaraglia:
Optimal asset-liability management with constraints: A dynamic programming approach. Appl. Math. Comput. 173(1): 306-349 (2006)

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