CS
If we can simulate it, we can insure it: An application to longevity risk management
M. Martin Boyer and Lars Stentoft
CS
The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options
Jeroen Rombouts, Lars Stentoft and Francesco Violente
CS
Measuring Longevity Risk for a Canadian Pension Fund
M. Martin Boyer, Joanna Mejza and Lars Stentoft
CS
Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
Jeroen Rombouts and Lars Stentoft
CS
Multivariate Option Pricing With Time Varying Volatility and Correlations
Jeroen Rombouts and Lars Stentoft
CS
