基于4/2随机波动率模型考虑错误定价和保费退还条款的DC型养老金计划的均衡投资策略
Equilibrium Investment Strategy of DC Pension Plan with Mispricing and Return of Premiums Clauses Under the 4/2 Stochastic Volatility Model
基于4/2随机波动率模型考虑错误定价和保费退还条款的DC型养老金计划的均衡投资策略 |
| 卢嘉鑫,董华 |
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Equilibrium Investment Strategy of DC Pension Plan with Mispricing and Return of Premiums Clauses Under the 4/2 Stochastic Volatility Model |
| Jiaxin Lu,Hua Dong |
| 图 3 参数 |
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