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MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING
BLANCHET-SCALLIET, CHRISTOPHETTE, CHEVALIER, ETIENNE, KHARROUBI, IDRIS, LIM, THOMASVolume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024915500533
Date:
December, 2015
File:
PDF, 452 KB
english, 2015