An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261): Difference between revisions

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An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts
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    An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (English)
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    10 February 2012
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    defined contribution pension plan
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    stochastic optimal control
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    Legendre transform
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    CEV model
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    asymptotic expansion
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