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1
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001375327
Saved in:
2
GARCH analyses of risk and uncertainty in the theories of the interest rate of Keynes and Kalecki
Gabrisch, Hubert
-
2021
-form GARCH-in-mean model assigned to six globally leading financial markets. The obtained results support Keynes's
theory
- the …
Persistent link: https://www.econbiz.de/10012424659
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3
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721470
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4
Cross-currency LIBOR market models
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001634329
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5
Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten
-
1996
Persistent link: https://www.econbiz.de/10000950913
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6
Pitfalls in estimating jump-diffusion models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000994072
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7
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
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8
Missing parameters in option prices
Heston, Steven L.
-
1992
Persistent link: https://www.econbiz.de/10000912009
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9
Monetary policy : why money matters and interest rates don’t
Thornton, Daniel L.
-
2012
Persistent link: https://www.econbiz.de/10009574717
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10
Three scenarios for interest rates in the transition to normalcy
Cooke, Diana A.
;
Gavin, William T.
-
2014
Persistent link: https://www.econbiz.de/10010412906
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