The following pages link to David Saunders (Q655576):
Displaying 25 items.
- Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions (Q655577) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049) (← links)
- BSDE approach to utility maximization with square-root factor processes (Q1984680) (← links)
- Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
- Mean-expectile portfolio selection (Q2041013) (← links)
- Analytical methods for hedging systematic credit risk with linear factor portfolios (Q2271605) (← links)
- Improved algorithms for computing worst value-at-risk (Q2397478) (← links)
- Portfolio optimization when asset returns have the Gaussian mixture distribution (Q2464229) (← links)
- Credit risk optimization using factor models (Q2480237) (← links)
- Phase resetting and coupling of noisy neural oscillators (Q2500148) (← links)
- (Q3102961) (← links)
- Analysis of an Inverse First Passage Problem from Risk Management (Q3440232) (← links)
- Valuation of an early exercise defined benefit underpin hybrid pension (Q4562050) (← links)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (Q4634004) (← links)
- Pricing Shared-Loss Hedge Fund Fee Structures (Q4689918) (← links)
- DYNAMIC HEDGING STRATEGIES FOR CASH BALANCE PENSION PLANS (Q4691254) (← links)
- Structure of intergenerational risk-sharing plans: optimality and fairness (Q4959366) (← links)
- FAIR TRANSITION FROM DEFINED BENEFIT TO TARGET BENEFIT (Q5019042) (← links)
- Quantitative Enterprise Risk Management (Q5025751) (← links)
- Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem (Q5101326) (← links)
- Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit (Q5168692) (← links)
- PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS (Q5234010) (← links)
- Market-Consistent Valuation and Funding of Cash Balance Pensions (Q5379119) (← links)
- Two-phase selection of representative contracts for valuation of large variable annuity portfolios (Q6152698) (← links)
