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About Continuous-Time Dynamic Programming for ALM with Risk Averse Loss Functions
In this paper we extend the continuous-time dynamic programming It contains all of the basic elements for modeling dynamic pension fund behavior
Detailed Information
| Author: | Unknown |
|---|---|
| Publication Year: | 2002 |
| Pages: | 12 |
| Language: | English |
| File Size: | 0.43 |
| Format: | |
| Price: | FREE |
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