1. Battocchio P, Menoncin F (2002) Optimal pension management under stochastic interest rates, wages and inflation. Discussion paper, IRES
2. Beletski T, Korn R (2006) Optimal investment with inflation-linked products. In: Gregoriou GN (ed) Advances in Risk Management. Palgrave-Mac Millan, Basingstoke, pp 170–190
3. Blake D, Cairns AJG, Dowd K (2001) Pension metrics: stochastic pension plan design and value-at-risk during the accumulation phase. Insurance: Mathematics and Economics 29:187–215
4. Black F, Scholes M (1973) The pricing of options and corporate liabilities. Journal of Political Economy 81:637–659
5. Cairns AJG (2000) Some notes on the dynamics and optimal control of stochastic pension fund models in continuous time. ASTIN Bulletin 30:19–55