Symmetry-based optimal portfolio for a DC pension plan under a CEV model with power utility
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Cites work
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- Invariance properties of a general bond-pricing equation
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Cited in
(5)- Optimal portfolios for DC pension plans under a CEV model
- The Lie symmetry approach on (1+2)-dimensional financial models
- Time-consistent strategies between two competitive DC pension plans with the return of premiums clauses and salary risk
- Analyzing the American portfolio options within the CEV model incorporating dividend yield by the Lie symmetry approach
- Contact symmetries and linearization of certain classes of financial models
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