28 results
Managing the shortfall risk of target date funds by overfunding
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- Journal of Pension Economics & Finance , First View
- Published online by Cambridge University Press:
- 10 January 2024, pp. 1-25
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Do Extreme CIT Position Changes Move Prices in Grain Futures Markets?
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- Journal of Agricultural and Applied Economics / Volume 54 / Issue 4 / November 2022
- Published online by Cambridge University Press:
- 03 January 2023, pp. 792-814
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Valuation of vulnerable European options with market liquidity risk
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 27 December 2022, pp. 65-81
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The Impact of Fundamentals on Volatility Measures of Agricultural Substitutes
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- Journal of Agricultural and Applied Economics / Volume 54 / Issue 4 / November 2022
- Published online by Cambridge University Press:
- 09 December 2022, pp. 723-768
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PRICING LONGEVITY-LINKED SECURITIES IN THE PRESENCE OF MORTALITY TREND CHANGES
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 2 / May 2021
- Published online by Cambridge University Press:
- 10 March 2021, pp. 411-447
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- May 2021
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TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 3 / September 2020
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- 02 September 2020, pp. 1001-1035
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- September 2020
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LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC
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- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 2 / May 2020
- Published online by Cambridge University Press:
- 13 April 2020, pp. 381-417
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- May 2020
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A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK
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- Probability in the Engineering and Informational Sciences / Volume 34 / Issue 2 / April 2020
- Published online by Cambridge University Press:
- 24 January 2019, pp. 279-296
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THE COST OF FORWARD CONTRACTING IN THE CIF NOLA EXPORT BID MARKET
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- Journal of Agricultural and Applied Economics / Volume 51 / Issue 1 / February 2019
- Published online by Cambridge University Press:
- 16 January 2019, pp. 164-181
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The decumulation period of a personal pension with risk sharing: investment approach versus consumption approach
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- Journal of Pension Economics & Finance / Volume 19 / Issue 2 / April 2020
- Published online by Cambridge University Press:
- 29 October 2018, pp. 262-291
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Robust hedging in incomplete markets
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- Journal of Pension Economics & Finance / Volume 18 / Issue 3 / July 2019
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- 16 March 2018, pp. 473-493
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FOURIER SPACE TIME-STEPPING ALGORITHM FOR VALUING GUARANTEED MINIMUM WITHDRAWAL BENEFITS IN VARIABLE ANNUITIES UNDER REGIME-SWITCHING AND STOCHASTIC MORTALITY
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- ASTIN Bulletin: The Journal of the IAA / Volume 48 / Issue 1 / January 2018
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- 07 August 2017, pp. 139-169
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- January 2018
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Adoption of Milk and Feed Forward Pricing Methods by Dairy Farmers
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- Journal of Agricultural and Applied Economics / Volume 46 / Issue 4 / November 2014
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- 12 June 2017, pp. 527-541
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Valuing Agricultural Mortgage-Backed Securities
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- Journal of Agricultural and Applied Economics / Volume 33 / Issue 3 / December 2001
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- 12 June 2017, pp. 493-511
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TRADING BASED ON KNOWING THE WASDE REPORT IN ADVANCE
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- Journal of Agricultural and Applied Economics / Volume 49 / Issue 3 / August 2017
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- 04 April 2017, pp. 400-415
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Market efficiency and government interventions in prewar Japanese rice futures markets
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- Financial History Review / Volume 23 / Issue 3 / December 2016
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- 16 February 2017, pp. 325-346
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IMPACT OF CROP CONDITION REPORTS ON NATIONAL AND LOCAL WHEAT MARKETS
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- Journal of Agricultural and Applied Economics / Volume 49 / Issue 1 / February 2017
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- 23 December 2016, pp. 97-119
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CROSS HEDGING WINTER CANOLA
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- Journal of Agricultural and Applied Economics / Volume 47 / Issue 4 / November 2015
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- 07 December 2015, pp. 462-481
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Cash Ethanol Cross-Hedging Opportunities
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- Journal of Agricultural and Applied Economics / Volume 35 / Issue 3 / December 2003
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- 28 April 2015, pp. 510-516
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Joint risk of DB pension underfunding and sponsor termination: incorporating option-based projections and valuations into PIMS*
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- Journal of Pension Economics & Finance / Volume 14 / Issue 2 / April 2015
- Published online by Cambridge University Press:
- 08 April 2015, pp. 172-185
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