Marc Decamps
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Spectral decomposition of optimal asset-liability management Journal of Economic Dynamics and Control | 2009-08-07 | Paper |
| A note on some new perpetuities Scandinavian Actuarial Journal | 2007-05-29 | Paper |
| SELF EXCITING THRESHOLD INTEREST RATES MODELS International Journal of Theoretical and Applied Finance | 2007-02-08 | Paper |
| “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 North American Actuarial Journal | 2006-01-05 | Paper |
| Asymmetric skew Bessel processes and their applications to finance Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
| Closed-form approximations for diffusion densities: A path integral approach. Journal of Computational and Applied Mathematics | 2004-03-15 | Paper |
Research outcomes over time
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