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APGARCH model
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Conditional Esscher transforms
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Conditional heteroscedasticity
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On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity
Siu, Tak
;
Lau, John
;
Yang, Hailiang
- In:
Asia-Pacific Financial Markets
14
(
2007
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10005547717
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