待遇预定制养老基金资产组合与缴费计划最优决策——基于随机波动率Heston模型及Legendre对偶变换法
肖建武, 尹希明
The Optimal Portfolio Decision and Contribution Plan of Defined Benefit Pension Funds Based on a Heston Stochastic Volatility Model and Legendre Dual Transform Method
XIAO Jian-wu, YIN Xi-ming
中国管理科学
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2015, (3): 42
-46
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DOI: 10.16381/j.cnki.issn1003-207x.2015.03.005
