Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement (Q2873873): Difference between revisions
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Latest revision as of 23:57, 19 March 2024
scientific article
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English | Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement |
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Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement (English)
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27 January 2014
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pension plans
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early retirement
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average salary
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obstacle problem
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Black-Scholes equation
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Lagrange-Galerkin discretization
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augmented Lagrangian active set method
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