Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Brett Shanahan"'
Autor:
Brett Shanahan
Publikováno v:
SSRN Electronic Journal.
Stochastic volatility models have grown in popularity in the past decade or two. However, for many stochastic volatility models, the functional form of volatility along with the description of the diffusion process for volatility have been posed with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::343d7a921fd147147b873b765bc8ab8a
https://doi.org/10.2139/ssrn.3861807
https://doi.org/10.2139/ssrn.3861807
Autor:
Brett Shanahan
Publikováno v:
SSRN Electronic Journal.
The objective of this paper is to approximate the probability density functions for Ornstein-Uhlenbeck processes that are driven by Levy processes. This is achieved by considering a truncated set of cumulants relating to the Levy measure and expressi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7007a5884ff050ef7487a8bf435756a5
https://doi.org/10.2139/ssrn.3861868
https://doi.org/10.2139/ssrn.3861868
We propose a model for the valuation of participating life insurance products under the Meixner process, which belongs to the family of semi-heavy tailed processes. This particular model assumption is extremely desirable as it captures the stylised f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1b980a8633a382a04a43b24c65466a1f
https://hdl.handle.net/11541.2/124206
https://hdl.handle.net/11541.2/124206
Autor:
Shanahan, Brett1 (AUTHOR), Alavi Fard, Farzad1 (AUTHOR) farzad.alavifard@rmit.edu.au, van der Hoek, John2 (AUTHOR)
Publikováno v:
Scandinavian Actuarial Journal. Sep2017, Vol. 2017 Issue 7, p559-583. 25p.
Autor:
Moosa, Imad A.1 (AUTHOR), Tawadros, George B.1 (AUTHOR) George.Tawadros@rmit.edu.au, Hallahan, Terry A.2 (AUTHOR)
Publikováno v:
Applied Economics. 2015, Vol. 47 Issue 6, p614-622. 9p. 2 Charts, 2 Graphs.
Autor:
Ryan Shanahan, Shahram Lotfipour, Mohamad Ali Cheaito, Brett Rosen, Micheal Epter, Amin Kazzi
Publikováno v:
Rosen, Brett; Shanahan, Ryan; Cheaito, Mohamad Ali; Kazzi, Amin; Lotfipour, Shahram; & Epter, Micheal. (2019). An Introduction to the Residency Application Process.. The Journal of emergency medicine. doi: 10.1016/j.jemermed.2018.12.017. UC Irvine: Retrieved from: http://www.escholarship.org/uc/item/91w1q94t
The Journal of emergency medicine, vol 56, iss 3
The Journal of emergency medicine, vol 56, iss 3
Emergency medicine (EM) is a swiftly developing yet still relatively young discipline. We are going to present in the Medical Student Forum section of the Journal of Emergency Medicine several article series covering the key topics that medical stude
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33d594a408356b965e4c8d5800371bc8
https://doi.org/10.1016/j.jemermed.2018.12.017
https://doi.org/10.1016/j.jemermed.2018.12.017
Autor:
Tere Stouffer
A step-by-step plan for creating a budget that makes every dollar count!Are you looking for practical ways to stretch your paycheck? Between working and maintaining a home, saving money can be difficult, but with The Everything Budgeting Book, 3rd Ed
Autor:
Amanda Morin
Who says learning can't be fun?Using the word'educational'can be the quickest way to lose a child's interest. But the games, projects, and experiments in The Everything Kids'Learning Activities Book are so much fun, your kids won't even know they're
Autor:
Pamela Fierro
Everything you need to know, times twoor three!It can be a surprise and even a shock to learn that you're not having just one baby, but two, three, or more! What you should expect? How should you prepare? In what ways will your life change?From wha
Autor:
Ellen Bowers
Set boundaries and eliminate power struggleswithout conflict!'I won't go!''I don't care!''You can't make me!'Every parent hears these words at one time or another, but if you have a strong-willed child, the arguments can seem never-ending. Fortunat