The following pages link to Jean-François Bégin (Q500380):
Displaying 12 items.
- Simulating from the Heston model: a gamma approximation scheme (Q500382) (← links)
- Controlling the effects of adverse selection in flexible benefit plans: a pricing-based approach (Q2155857) (← links)
- Levelling the playing field: a VIX-linked structure for funded pension schemes (Q2212140) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
- ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE? (Q5019039) (← links)
- Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters (Q5066397) (← links)
- Price bias and common practice in option pricing (Q5107617) (← links)
- ECONOMIC SCENARIO GENERATOR AND PARAMETER UNCERTAINTY: A BAYESIAN APPROACH (Q5379411) (← links)
- A new approximation of annuity prices for age-period-cohort models (Q6593153) (← links)
- Benefit volatility-targeting strategies in lifetime pension pools (Q6607485) (← links)
- Publisher correction: ``A new approximation of annuity prices for age-period-cohort models'' (Q6649317) (← links)
