Zobrazeno 1 - 10
of 275
pro vyhledávání: '"Vachon, Marie"'
Autor:
Vachon, Marie-Claude, Mackay, Anne
We propose a unifying framework for the pricing of debt securities under general time-inhomogeneous short-rate diffusion processes. The pricing of bonds, bond options, callable/putable bonds, and convertible bonds (CBs) are covered. Using continuous-
Externí odkaz:
http://arxiv.org/abs/2403.06303
Autor:
Mackay, Anne, Vachon, Marie-Claude
We study an optimal stopping problem with an unbounded, time-dependent and discontinuous reward function. This problem is motivated by the pricing of a variable annuity (VA) contract with guaranteed minimum maturity benefit, under the assumption that
Externí odkaz:
http://arxiv.org/abs/2311.03538
We consider the pricing of variable annuities (VAs) with general fee structures under popular stochastic volatility models such as Heston, Hull-White, Scott, $\alpha$-Hypergeometric, $3/2$, and $4/2$ models. In particular, we analyze the impact of di
Externí odkaz:
http://arxiv.org/abs/2207.14793
Autor:
Hellard, Margaret E, Sacks-Davis, Rachel, van Santen, Daniela K, Stewart, Ashleigh, Ke, Tianhui, Zhang, Yanqin, Stoove, Mark, Guy, Rebecca, Pedrana, Alisa, Asselin, Jason, Dawe, Joshua, Wilkinson, Anna, Boyd, Anders, Smit, Colette, van der Valk, Marc, Schinkel, Janke, Wittkop, Linda, Salmon, Dominique, Sogni, Philippe, Esterle, Laure, Gilbert, Camille, Merchadou, Laurence, Gillet, Stephanie, Khan, Coralie, Bonnet, Fabrice, Leleux, Olivier, Le Marec, Fabien, Perrier, Adelaide, Matthews, Gail, Shaw, Ineke, Martinello, Marianne, Applegate, Tanya, Carson, Joanne, Doyle, Joseph S, Harney, Brendan, Bryant, Melissa, Jarrin Vera, Inmaculada, Berenguer, Juan, Alejos, Belen, Lazarus, Jeffrey V, Moreno, Cristina, Izquierdo, Rebecca, Rava, Marta, Klein, Marina, Wang, Shouao, Lumia, Jessica, Pexos, Costa, Peiris, Hansi, Saeed, Sahar, Moodie, Erica, Young, Jim, Pick, Neora, Conway, Brian, Hull, Mark, Wong, Alex, Gill, John, Barrett, Lisa, Cohen, Jeff, Cox, Joseph, Cote, Pierre, Haider, Shariq, Rouleau, Danielle, Vachon, Marie-Louise, Rachlis, Anita, Sandre, Roger, Walmsley, Sharon, Sadr, Aida, Cooper, Curtis, Sanche, Steve, Rauch, Andri, Mugglin, Catrina, Salazar-Viscaya, Luisa, Kusejko, Katharina, Prins, Maria, Hage, Kris, Lacombe, Karine, Requena, Maria-Bernada, Girard, Pierre-Marie, Brucker, Matthieu, Vincensini, Jean-Paul, Jarrin, Inmaculada, Requena, Maria-Bernarda, Matthews, Gail V, Martin, Natasha K, Spelman, Tim, Hellard, Margaret
Publikováno v:
In The Lancet HIV February 2024 11(2):e106-e116
The main objective of this paper consists in creating a new class of copulae from various joint distributions occurring in connection with certain Brownian motion processes. We focus our attention on the distributions of univariate Brownian motions h
Externí odkaz:
http://arxiv.org/abs/2004.10243
Akademický článek
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Autor:
Pedersen, Jannie, Moukandja, Irène Pegha, Ndidi, Stella, Sørensen, Anna-Louise, Koumakpayi, Ismaël Hervé, Lekana-Douki, Jean-Bernard, Vachon, Marie-Louise, Weis, Nina, Kobinger, Gary, Fausther-Bovendo, Hugues
Publikováno v:
In Journal of Virological Methods October 2022 308
Akademický článek
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Autor:
MacKay, Anne1,2 (AUTHOR) Anne.MacKay@USherbrooke.ca, Vachon, Marie-Claude2 (AUTHOR), Cui, Zhenyu3 (AUTHOR)
Publikováno v:
Quantitative Finance. Jul/Aug2023, Vol. 23 Issue 7/8, p1055-1078. 24p.
Autor:
Vachon, Marie-France
Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal.
Externí odkaz:
http://hdl.handle.net/1866/7788