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Australien
49
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49
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47
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40
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40
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35
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Forsyth, Peter
232
Dwyer, Larry M.
36
Vetzal, Kenneth R.
29
Dwyer, Larry
19
Niemeier, Hans-Martin
16
Spurr, Ray
15
Li, Yuying
10
Findlay, Christopher
9
Forsyth, P. A.
8
Westmacott, Graham
8
Zvan, R.
8
Vetzal, K. R.
7
Windcliff, H.
7
Staden, Pieter M. van
6
Dang, Duy-Minh
5
Dang, Duy Minh
4
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3
Dwyer, Wayne
3
Gillen, David
3
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3
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3
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3
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3
Ni, Chendi
3
Rao, Prasada
3
Wolf, Hartmut
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Ashworth, Marc
2
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2
Chen, Zhuliang
2
FORSYTH, PETER
2
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2
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2
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2
King, John
2
Labahn, G.
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Discussion papers / Centre for Economic Policy Research, Australian National University
11
Journal of Air Transport Management
11
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8
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8
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4
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4
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ASTIN bulletin : the journal of the International Actuarial Association
3
Airport slots : international experiences and options for reform
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International handbook on the economics of tourism
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ECONIS (ZBW)
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2
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2
Showing
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1
E-monotone Fourier methods for optimal stochastic control in finance
Forsyth, Peter
;
Labahn, George
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 25-71
Persistent link: https://www.econbiz.de/10012042218
Saved in:
2
Two stage decumulation strategies for DC plan investors
Forsyth, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012650200
Saved in:
3
Optimal dynamic asset allocation for DC plan accumulation/decumulation : Ambition-CVAR
Forsyth, Peter
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 230-245
Persistent link: https://www.econbiz.de/10012294127
Saved in:
4
A stochastic control approach to defined contribution plan decumulation : "the nastiest, hardest problem in finance"
Forsyth, Peter
- In:
North American actuarial journal : NAAJ ; leading the …
26
(
2022
)
2
,
pp. 227-251
Persistent link: https://www.econbiz.de/10013353158
Saved in:
5
Short term decumulation strategies for underspending retirees
Forsyth, Peter
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 56-74
Persistent link: https://www.econbiz.de/10013271956
Saved in:
6
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, Kenneth R.
;
Forsyth, Peter
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
Saved in:
7
A finite element approach to the pricing of discrete lookbacks with stochasic volatility
Forsyth, Peter
;
Vetzal, Kenneth R.
;
Zvan, R.
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10001449242
Saved in:
8
Valuation of convertible bonds with credit risk
Ayache, E.
;
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 9-29
Persistent link: https://www.econbiz.de/10001798981
Saved in:
9
Negative coefficients in two-factor option pricing models
Zvan, R.
;
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 37-73
Persistent link: https://www.econbiz.de/10001805445
Saved in:
10
Convergence remedies for non-smooth payoffs in option pricing
Pooley, David M.
;
Vetzal, Kenneth R.
;
Forsyth, Peter
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 25-40
Persistent link: https://www.econbiz.de/10001782172
Saved in:
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