scientific article; zbMATH DE number 6961272
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(7)- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
- Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes
- scientific article; zbMATH DE number 6962096 (Why is no real title available?)
- On optimal investment strategy of pension funds with a minimum guarantee under Knightian uncertainty
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process
- A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
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