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Fair demographic risk sharing in defined contribution pension systems
Gabay, Daniel; Grasselli, Martino - In: Journal of economic dynamics & control 36 (2012) 4, pp. 657-669
Persistent link: https://www.econbiz.de/10009554324
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A flexible matrix Libor model with smiles
Da Foncesca, José; Gnoatto, Alessandro; Grasselli, Martino - In: Journal of economic dynamics & control 37 (2013) 4, pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
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Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2239-2260
Persistent link: https://www.econbiz.de/10002172298
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias; Grasselli, Martino; Schlögl, Erik - In: Journal of economic dynamics & control 114 (2020), pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
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Optimal design of the guarantee for defined contribution funds
Deelstra, Griselda; Grasselli, Martino; Koehl, … - In: Journal of economic dynamics & control 28 (2004) 11, pp. 2239-2260
Persistent link: https://www.econbiz.de/10006755790
Cover Image
A flexible matrix Libor model with smiles
Da Fonseca, José; Gnoatto, Alessandro; Grasselli, Martino - In: Journal of economic dynamics & control 37 (2013) 4, pp. 774-793
Persistent link: https://www.econbiz.de/10010074098
Cover Image
Fair demographic risk sharing in defined contribution pension systems
Gabay, Daniel; Grasselli, Martino - In: Journal of economic dynamics & control 36 (2012) 4, pp. 657-670
Persistent link: https://www.econbiz.de/10009830700