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Publications (33)
The dividend term structure
Journal of Financial and Quantitative Analysis, May 2019
Robust hedging in incomplete markets
Journal of Pension Economics and Finance, 18(3), 473-493
A Monte Carlo method for backward stochastic differential equations with Hermite martingales
Monte Carlo Methods and Applications, 25(1), 37-60
Strength & Weakness of Lee-Carter Models
MSc 08/2019-014
The Impact of Longevity Risks on Variable Annuities
MSc 12/2019-013
Predictive Returns using Machine Learning Techniques
MSc 08/2019-011