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Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model.

Patrick Kandege MwanakatweLixin SongEmmanuel HagenimanaXiaoguang Wang
Published in: Comput. Appl. Math. (2019)
Keyphrases
  • mathematical model
  • computational model
  • statistical model
  • stochastic model
  • objective function
  • long term
  • experimental data
  • probabilistic model
  • state space
  • parameter estimation
  • formal model
  • stochastic programming