@article{10_1007_s10492_015_0091_9,
     author = {Yang, Sung-Jin and Kim, Jeong-Hoon and Lee, Min-Ku},
     title = {Portfolio optimization for pension plans under hybrid stochastic and local volatility},
     journal = {Applications of Mathematics},
     pages = {197--215},
     publisher = {mathdoc},
     volume = {60},
     number = {2},
     year = {2015},
     doi = {10.1007/s10492-015-0091-9},
     mrnumber = {3320345},
     zbl = {06433679},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-015-0091-9/}
}