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
This page was built for person: Marc Decamps
