Similar Search Results - EconBiz

Valuation of American Options : Monte-Carlo Simulation and Mathematical Approximation Methods

Animante, David - 2016

The use of American style equity options as hedging instrument has gained currency in recent times. This phenomenon devolves from the ever-expanding need by individuals, corporations and governments to hedge away their financial risks and the clarion call for derivative securities that give the...

Persistent link: https://www.econbiz.de/10012993420

A multistage risk-averse stochastic programming model for personal savings accrual : the evidence from Lithuania

Kabašinskas, Audrius; Maggioni, Francesca; Šutienė, … - 2019

Persistent link: https://www.econbiz.de/10012109495

Computing models of social security

İmrohoroǧlu, Ayşe; İmrohoroǧlu, Selahattin; … - In: Computational methods for the study of dynamic economies, (pp. 221-237). 1999

Persistent link: https://www.econbiz.de/10001362591

Optimal savings management for individuals with defined contribution pension plans

Konicz, Agnieszka Karolina; Mulvey, John M. - In: European journal of operational research : EJOR 243 (2015) 1, pp. 233-247

Persistent link: https://www.econbiz.de/10010492965

Parametric pension reform with higher retirement ages : a computational investigation of alternatives for a pay-as-you-go-based pension system

Sayan, Serdar; Kiraci, Arzdar - In: Journal of economic dynamics & control 25 (2001) 6/7, pp. 951-966

Persistent link: https://www.econbiz.de/10001572001

Dynamic asset allocation and fixed income management

Sørensen, Carsten - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 513-531

Persistent link: https://www.econbiz.de/10001436383

Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger

Dockner, Engelbert J. (ed.); Feichtinger, Gustav (honouree) - 2000

Persistent link: https://www.econbiz.de/10001465274

Dynamic economics : optimization by the Lagrange Method

Chow, Gregory C. - 1997

Persistent link: https://www.econbiz.de/10000954723

Dynamic asset allocation and fixed income management

Sørensen, Carsten - 1998

Persistent link: https://www.econbiz.de/10000988700

Application of weighted residual methods to dynamic economic models

McGrattan, Ellen R. - 1997

Persistent link: https://www.econbiz.de/10000988851

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