TY  - JOUR
AU  - Yang, Sung-Jin
AU  - Kim, Jeong-Hoon
AU  - Lee, Min-Ku
TI  - Portfolio optimization for pension plans under hybrid stochastic and local volatility
JO  - Applications of Mathematics
PY  - 2015
SP  - 197
EP  - 215
VL  - 60
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1007/s10492-015-0091-9/
DO  - 10.1007/s10492-015-0091-9
LA  - en
ID  - 10_1007_s10492_015_0091_9
ER  -