Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
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Publication:1926753
DOI10.1016/j.ejor.2012.01.033zbMath1253.91197OpenAlexW2119906745MaRDI QIDQ1926753
Juan Pablo Rincón-Zapatero, Ricardo Josa-Fombellida
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.01.033
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Cites Work
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