An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261)
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scientific article; zbMATH DE number 6004718
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| English | An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts |
scientific article; zbMATH DE number 6004718 |
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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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0.8838053941726685
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0.8828482031822205
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0.8181411623954773
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0.8092931509017944
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