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Q5210353 - MaRDI portal

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scientific article; zbMATH DE number 7156726
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English
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scientific article; zbMATH DE number 7156726

    Statements

    author
    Jingyun Sun
    0 references
    Lina Tian
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    Zheng Chen
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    publication date
    22 January 2020
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    zbMATH Keywords
    DC pension fund
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    Stein-Stein volatility
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    Hamilton-Jacobi-Bellman equation
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    VaR constraint
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    Identifiers

    zbMATH DE Number
    7156726
    0 references
     
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