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~person:"Liew, Kian Wah"
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Search: subject:"Jump diffusion model"
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jump-diffusion model
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variable annuity
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Liew, Kian Wah
Stübinger, Johannes
5
Aboura, Sofiane
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Björk, Tomas
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Fabozzi, Frank J.
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Forbes, Catherine Scipione
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Kostrzewski, Maciej
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Maneesoonthorn, Worapree
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Martin, Gael M.
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Chen, Jun-Home
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Endres, Sylvia
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Framstad, Nils Chr.
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Hainaut, Donatien
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Lian, Yu-Min
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Muroi, Yoshifumi
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Siu, Tak Kuen
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Suda, Shintaro
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Vasiljević, Nikola
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Xu, Weijun
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Branger, Nicole
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Chekenya, Nixon S.
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Chesney, Marc
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Chin, Seong Tah
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Fard, Farzad Alavi
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Gapeev, Pavel V.
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Grith, Maria
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Juma, Mussa
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Kabanov, Yuri
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Kaldasch, Joachim
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Krätschmer, Volker
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Ku, Hyejin
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Kyriakou, Ioannis
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Larsen, Linda Sandris
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Lee, Min Cherng
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Leippold, Markus
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Li, Hongyi
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Liu, Qingfu
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Cogent Economics & Finance
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Evaluation of variable annuity guarantees with the effect of jumps in the asset price process
Juma, Mussa
;
Lee, Min Cherng
;
Chin, Seong Tah
;
Liew, …
- In:
Cogent Economics & Finance
5
(
2017
)
1
,
pp. 1-17
prices from calibrated Black-Scholes model to that of calibrated
jump-diffusion
model
. Although both models assume constant …
Persistent link: https://www.econbiz.de/10011988759
Saved in:
2
Evaluation of variable annuity guarantees with the effect of jumps in the asset price process
Juma, Mussa
;
Lee, Min Cherng
;
Chin, Seong Tah
;
Liew, …
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-17
prices from calibrated Black–Scholes model to that of calibrated
jump-diffusion
model
. Although both models assume constant …
Persistent link: https://www.econbiz.de/10011881290
Saved in:
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