Open AccessUse of Stochastic Asset-liability Model to Find Unique Price of Asset
Author(s) -
Bright O. Osu
Publication year - 2011
Publication title -
british journal of mathematics and computer science
Language(s) - English
Resource type - Journals
ISSN - 2231-0851
DOI - 10.9734/bjmcs/2011/183
Subject(s) - asset (computer security) , liability , basis risk , stochastic investment model , business , actuarial science , economics , econometrics , financial economics , capital asset pricing model , computer science , asset allocation , finance , portfolio , computer security
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