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

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 6 参数$l_{1}$对均衡有效前沿的影响