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Asset-liability management with Epstein-Zin utility under stochastic interest rate and unknown market price of risk

Fuente: arXiv

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Bibliographic Details
Main Author:	Kuissi-Kamdem, Wilfried
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Mathematical Finance 93E11, 93E20, 91G10, 91G20
Online Access:	Acceder al recurso
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