%0 Journal Article
%A Yang, Sung-Jin
%A Kim, Jeong-Hoon
%A Lee, Min-Ku
%T Portfolio optimization for pension plans under hybrid stochastic and local volatility
%J Applications of Mathematics
%D 2015
%P 197-215
%V 60
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1007/s10492-015-0091-9/
%R 10.1007/s10492-015-0091-9
%G en
%F 10_1007_s10492_015_0091_9