Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151)

From MaRDI portal





scientific article; zbMATH DE number 5318133
Language Label Description Also known as
English
Constant elasticity of variance model and analytical strategies for annuity contracts
scientific article; zbMATH DE number 5318133

    Statements

    Constant elasticity of variance model and analytical strategies for annuity contracts (English)
    0 references
    0 references
    0 references
    0 references
    1 September 2008
    0 references
    defined contribution pension plan
    0 references
    stochastic optimal control
    0 references
    CEV model
    0 references
    Legendre transform
    0 references
    analytical strategy
    0 references

    Identifiers