Pricing pension plans under jump-diffusion models for the salary (Q2400705)
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scientific article; zbMATH DE number 6766784
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing pension plans under jump-diffusion models for the salary |
scientific article; zbMATH DE number 6766784 |
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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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0.88120013
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0.8800905
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0.86227804
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0.8565102
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0.85133255
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0.8492627
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0.8394887
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0.8390313
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0.83694166
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0.83078676
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