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Determinants of the Strength of Strategic Adjustments in Farm Capital Structure
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- Journal:
- Journal of Agricultural and Applied Economics / Volume 35 / Issue 1 / April 2003
- Published online by Cambridge University Press:
- 28 April 2015, pp. 67-78
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CALCULATING VARIABLE ANNUITY LIABILITY “GREEKS” USING MONTE CARLO SIMULATION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 2 / May 2015
- Published online by Cambridge University Press:
- 05 January 2015, pp. 239-266
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- May 2015
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Optimal investment strategies in a CIR framework
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- Journal:
- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 14 July 2016, pp. 936-946
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- December 2000
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The generalization of the Geske–formula for compound options to stochastic interest rates is not trivial–a note
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- Journal:
- Journal of Applied Probability / Volume 35 / Issue 2 / June 1998
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- 14 July 2016, pp. 501-509
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- June 1998
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Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 19 / Issue S1 / November 1989
- Published online by Cambridge University Press:
- 29 August 2014, pp. 43-50
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- November 1989
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Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 19 / Issue 2 / November 1989
- Published online by Cambridge University Press:
- 07 February 2018, pp. 131-138
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- November 1989
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