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Valuation of cash flows under random rates of interest : a linear algebraic approach
Date, Paresh; Mamon, Rogemar; Wang, I. C. - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 84-95
Persistent link: https://www.econbiz.de/10003755674
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A linear algebraic method for pricing temporary life annuities and insurance policies
Date, Paresh; Mamon, R.; Jalen, L.; Wang, I. C. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 98-104
Persistent link: https://www.econbiz.de/10003985407
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Linear and non-linear filtering in mathematical finance : a review
Date, Paresh; Ponomareva, K. - In: IMA journal of management mathematics 22 (2011) 3, pp. 195-211
Persistent link: https://www.econbiz.de/10009297153