A path integral approach to asset-liability management
Year of publication: |
2006
|
---|---|
Authors: | Decamps, Marc ; De Schepper, Ann ; Goovaerts, Marc |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 363.2006, 2, p. 404-416
|
Publisher: |
Elsevier |
Subject: | Functional integral | ALM | δ-Function perturbation | Local time | Spectral method |
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