The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510)

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The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts
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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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