Pricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method

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Detalles Bibliográficos
Otros Autores: Cortina, Elsa
Formato: Seminario info:eu-repo/semantics/workshop info:ar-repo/semantics/seminario draft
Lenguaje:Inglés
Publicado: Universidad de San Andrés. Departamento de Economía 2022
Acceso en línea:http://hdl.handle.net/10908/19596
http://hdl.handle.net/10908/19596
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Repositorio Digital - Universidad de San Andrés (UdeSa) de Universidad de San Andrés
id I37-R143-10908-19596
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spelling I37-R143-10908-195962022-07-15T17:32:05Z Pricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method Cortina, Elsa 2022-07-15T16:56:13Z 2022-07-15T16:56:13Z 2002-10 Seminario info:eu-repo/semantics/workshop info:ar-repo/semantics/seminario info:eu-repo/semantics/draft http://hdl.handle.net/10908/19596 http://hdl.handle.net/10908/19596 eng Ciclo de Seminarios (Universidad de San Andrés. Departamento de Economía);02-17 info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf Universidad de San Andrés. Departamento de Economía
institution Universidad de San Andrés
institution_str I-37
repository_str R-143
collection Repositorio Digital - Universidad de San Andrés (UdeSa)
language Inglés
author2 Cortina, Elsa
author_facet Cortina, Elsa
format Seminario
info:eu-repo/semantics/workshop
info:ar-repo/semantics/seminario
draft
title Pricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method
spellingShingle Pricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method
title_short Pricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method
title_full Pricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method
title_fullStr Pricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method
title_full_unstemmed Pricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method
title_sort pricing an insurance against investment yield deviations for argentine pension funds by a quasi monte carlo method
publisher Universidad de San Andrés. Departamento de Economía
publishDate 2022
url http://hdl.handle.net/10908/19596
http://hdl.handle.net/10908/19596
_version_ 1775146325012119552

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