A discrete martingale model of pension fund guarantees in
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References listed on IDEAS
- Merton, Robert C., 1971.
"Optimum consumption and portfolio rules in a continuous-time model,"
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More about this item
KeywordsPension funds; guarantees; options pricing; Colombia; Latin America;
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-10-02 (All new papers)
- NEP-FMK-1998-10-08 (Financial Markets)
- NEP-IAS-1998-10-02 (Insurance Economics)
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