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"Equilibrium investment strategy for a defined contribution pension plan ..."

Ling Zhang, Danping Li, Yongzeng Lai (2020)

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DOI: 10.1016/J.CAM.2019.112536

access: closed

type: Journal Article

metadata version: 2020-02-20

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Ling Zhang, Danping Li, Yongzeng Lai:
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility. J. Comput. Appl. Math. 368 (2020)

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