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Portfolio optimization for pension plans under hybrid stochastic and local volatility
Yang, Sung-Jin, Kim, Jeong-Hoon, Lee, Min-KuVolume:
60
Language:
english
Journal:
Applications of Mathematics
DOI:
10.1007/s10492-015-0091-9
Date:
April, 2015
File:
PDF, 232 KB
english, 2015