Browsing byAuthorShevchenko, PV
Showing results 1 to 4 of 4
Issue Date | Title | Author(s) |
2022-06-01 | A bias-corrected Least-Squares Monte Carlo for solving multi-period utility models | Andréasson, JG; Shevchenko, PV |
2016-01-01 | HISTORICAL BACKTESTING of LOCAL VOLATILITY MODEL USING AUD/USD VANILLA OPTIONS | Ling, TG; Shevchenko, PV |
2018-09-01 | The impact of management fees on the pricing of variable annuity guarantees | Sun, J; Shevchenko, PV; Fung, MC |
2017-07-01 | Optimal consumption, investment and housing with means-tested public pension in retirement | Andréasson, JG; Shevchenko, PV; Novikov, A |