Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151)

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Constant elasticity of variance model and analytical strategies for annuity contracts
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    Constant elasticity of variance model and analytical strategies for annuity contracts (English)
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    1 September 2008
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    defined contribution pension plan
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    stochastic optimal control
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    CEV model
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    Legendre transform
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    analytical strategy
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