A BSDE approach to risk-based asset allocation of pension funds with regime switching
| Year of publication: |
2012
|
|---|---|
| Authors: | Siu, Tak Kuen |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 201.2012, 1, p. 449-473
|