CONSTANT ELASTICITY OF VARIANCE MODEL AND ANALYTICAL STRATEGIES FOR ANNUITY CONTRACTS

doi:10.1007/s10483-006-1107-z

Applied Mathematics and Mechanics (English Edition) ›› 2006, Vol. 27 ›› Issue (11): 1499-1506 .doi: https://doi.org/10.1007/s10483-006-1107-z

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CONSTANT ELASTICITY OF VARIANCE MODEL AND ANALYTICAL STRATEGIES FOR ANNUITY CONTRACTS

XIAO Jian-wu, YIN Shao-hua, QIN Cheng-lin

1. Business School, Central South University of Forestry and Technology, Changsha　410004,　P. R. China;
2. College of Sciences, Shanghai University, Shanghai 200444, P. R. China

Received:2005-06-13 Revised:2006-08-03 Online:2006-11-18 Published:2006-11-18
Contact: XIAO Jian-wu

Abstract

2010 MSC Number:

F224.11
91B28

XIAO Jian-wu;YIN Shao-hua;QIN Cheng-lin. CONSTANT ELASTICITY OF VARIANCE MODEL AND ANALYTICAL STRATEGIES FOR ANNUITY CONTRACTS. Applied Mathematics and Mechanics (English Edition), 2006, 27(11): 1499-1506 .

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CONSTANT ELASTICITY OF VARIANCE MODEL AND ANALYTICAL STRATEGIES FOR ANNUITY CONTRACTS

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