An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan (Q5399565)
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scientific article; zbMATH DE number 6263437
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| English | An optimal investment strategy under Ornstein-Uhlenbeck model for a DC pension plan |
scientific article; zbMATH DE number 6263437 |
Statements
28 February 2014
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defined contribution pension plan
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optimal investment strategy
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Ornstein-Uhlenbeck process
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Hamilton-Jacobi-Bellman equation
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0.860977292060852
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0.8289276957511902
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0.8272172212600708
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0.8131042122840881
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0.8130908608436584
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