Spectral decomposition of optimal assetliability management
Marc Decamps; Ann De Schepper; Marc Goovaerts
| Year of publication: |
2009
|
|---|---|
| Authors: | Decamps, Marc ; De Schepper, Ann ; Goovaerts, Marc J. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 3, p. 710-724
|
| Subject: | Stochastischer Prozess | Stochastic process | Bilanzstrukturmanagement | Asset-liability management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003817998