Stochastic optimal control of DC pension funds (Q931216): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.03.004 / rank
 
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Latest revision as of 11:36, 28 June 2024

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Stochastic optimal control of DC pension funds
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    Stochastic optimal control of DC pension funds (English)
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    25 June 2008
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    defined-contribution pension plans
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    optimal investment strategy
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    stochastic optimal control
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    Legendre transform
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    Hamilton-Jacobi-Bellman equation
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