Pricing pension plans under jump-diffusion models for the salary (Q2400705)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing pension plans under jump-diffusion models for the salary |
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Pricing pension plans under jump-diffusion models for the salary (English)
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30 August 2017
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pension plans
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jump-diffusion models
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option pricing
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complementarity problem
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numerical methods
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augmented Lagrangian active set formulation
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