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Sustainability of participation in collective pension schemes: an option pricing approach - MaRDI portal

Sustainability of participation in collective pension schemes: an option pricing approach (Q2397865)

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Sustainability of participation in collective pension schemes: an option pricing approach
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    Sustainability of participation in collective pension schemes: an option pricing approach (English)
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    24 May 2017
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    defined-benefit
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    collective defined-contribution and hybrid pension funds
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    participation decision
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    contribution
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    option
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    least squares Monte Carlo method
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    explicit finite difference method
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    sustainability
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