Martin le Roux

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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!

PublicationDate of PublicationType
A long-term model of the dynamics of the S\&P500 implied volatility surface
North American Actuarial Journal
2022-01-10Paper
“Hedging and Reserving for Single-Premium Segregated Fund Contracts,” Mary R. Hardy, April 2000
North American Actuarial Journal
2006-01-13Paper
Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature
North American Actuarial Journal
2006-01-05Paper


Research outcomes over time


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