PROYECTOS REGIONALES
Project VA056A09
MODELIZACIÓN DINÁMICA DE PLANES DE PENSIONES ESTOCÁSTICOS
date_range
Duration: from 05 May 2009 to 31 December 2011
(32 months)
euro
41,650.00 EUR
Of Regional scope. With a Public character.
Subprogram:
CONVOCATORIA DE APOYO A PROYECTOS
Researchers
Publications related to the project
Show by type2015
2012
-
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
European Journal of Operational Research
2010
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On a PDE Arising in One-Dimensional Stochastic Control Problems
Journal of Optimization Theory and Applications