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~person:"Cathcart, Mark J."
~subject:"Option pricing theory"
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Option pricing theory
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Cathcart, Mark J.
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Astin bulletin : the journal of the International Actuarial Association
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Calculating variable
annuity
liability "Greeks" using Monte Carlo simulation
Cathcart, Mark J.
;
Lok, Hsiao Yen
;
McNeil, Alexander J.
; …
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10011312287
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