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CONSTANT ELASTICITY OF VARIANCE MODEL AND ANALYTICAL STRATEGIES FOR ANNUITY CONTRACTS

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    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 date: 2005-06-13

  Revised date: 2006-08-03

  Online published: 2006-11-18

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Cite this article

XIAO Jian-wu;YIN Shao-hua;QIN Cheng-lin . CONSTANT ELASTICITY OF VARIANCE MODEL AND ANALYTICAL STRATEGIES FOR ANNUITY CONTRACTS[J]. Applied Mathematics and Mechanics, 2006 , 27(11) : 1499 -1506 . DOI: 10.1007/s10483-006-1107-z

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