WITHDRAWAL SUCCESS ESTIMATION

DOI10.1142/s0219024923500140arXiv2202.02994OpenAlexW4387158922MaRDI QIDQ6182053

Unnamed Author

Publication date: 23 January 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.02994

zbMATH Keywords

annuitiesdollar cost averagingreturns estimationstandard and poorLévy alpha-stable processwithdrawal success

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Portfolio theory (91G10)

Cites Work

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• Univariate Stable Distributions
• A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING
• DOLLAR COST AVERAGING RETURNS ESTIMATION

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