Portfolio optimization for pension plans under hybrid stochastic and local volatility
Crossref DOI link: https://doi.org/10.1007/s10492-015-0091-9
Published Online: 2015-03-13
Published Print: 2015-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yang, Sung-Jin
Kim, Jeong-Hoon
Lee, Min-Ku