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Browsing byAuthorShevchenko, PV
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Showing results 2 to 4 of 4
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Issue Date
Title
Author(s)
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