An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts |
scientific article |
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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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