Optimal Management of a Variable Annuity Invested in a Black-Scholes Market Driven by a Multidimensional Fractional Brownian Motion
Author： Zimbidis Alexandros
Publisher： Taylor & Francis Ltd
ISSN： 0736-2994
Source： Stochastic Analysis and Applications, Vol.29, Iss.1, 2011-01, pp. : 61-77
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