Work

A path integral approach to asset-liability management

Year: 2005

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2005.08.059

Authors: Marc Decamps, Ann De Schepper, Marc Goovaerts

Institutions: KU Leuven, University of Antwerp, University of Amsterdam

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2012759387

FWCI: 1.708

Cites: 33

Cited by: 24

Related to: 10