The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510)
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scientific article; zbMATH DE number 5186583
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| English | The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts |
scientific article; zbMATH DE number 5186583 |
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The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (English)
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3 September 2007
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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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optimal investment strategy
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