Optimal investment strategy for the DC pension plan based on jump diffusion model and S-shaped utility
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Publication:6633205
DOI10.3934/MFC.2023007MaRDI QIDQ6633205
Publication date: 5 November 2024
Published in: Mathematical Foundations of Computing (Search for Journal in Brave)
concavificationdefined contribution pension planmartingale methodjump diffusion modeldual controlS-shaped utility
Cites Work
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