The optimal management for defined benefit pension funds based on a Heston model (Q3195874)
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scientific article; zbMATH DE number 6501379
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|---|---|---|---|
| default for all languages | No label defined |
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| English | The optimal management for defined benefit pension funds based on a Heston model |
scientific article; zbMATH DE number 6501379 |
Statements
28 October 2015
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Heston model
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stochastic volatility
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Legendre transform
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0.8717498183250427
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0.8444161415100098
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0.8417985439300537
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0.8397623896598816
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