Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model |
scientific article; zbMATH DE number 6004612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model |
scientific article; zbMATH DE number 6004612 |
Statements
Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (English)
0 references
10 February 2012
0 references
annuity
0 references
defined contribution pension plan
0 references
stochastic optimal control
0 references
Legendre transform
0 references
CEV model
0 references
0 references
0 references
0 references
0 references
0 references
