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"Multi-period asset-liability management with cash flows and probability ..."

Xun Li, Xianping Wu, Haixiang Yao (2020)

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DOI: 10.1080/01605682.2019.1610207

access: closed

type: Journal Article

metadata version: 2020-12-29

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Xun Li, Xianping Wu, Haixiang Yao:
Multi-period asset-liability management with cash flows and probability constraints: A mean-field formulation approach. J. Oper. Res. Soc. 71(10): 1563-1580 (2020)

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