Portfolio optimization for pension plans under hybrid stochastic and local volatility.

From MaRDI portal
Publication:2343843

DOI10.1007/s10492-015-0091-9zbMath1363.90269OpenAlexW2081488439MaRDI QIDQ2343843

Jeong-Hoon Kim, Sung-Jin Yang, Min-Ku Lee

Publication date: 6 May 2015

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/144171




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