Free boundary and retirement benefits pricing in a jump-diffusion model (Q3383200)
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scientific article; zbMATH DE number 7399371
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| English | Free boundary and retirement benefits pricing in a jump-diffusion model |
scientific article; zbMATH DE number 7399371 |
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Free boundary and retirement benefits pricing in a jump-diffusion model (English)
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23 September 2021
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free boundary
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integro-differential variational inequality
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retirement benefit
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jump-diffusion process
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optimal retirement strategy
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0.8393218517303467
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0.8256644606590271
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0.8140655755996704
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0.8057433366775513
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0.776034951210022
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