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Examining the Oldest-Old Mortality in the U.S.: A Forecast Reconciliation Approach
Examining the Oldest-Old Mortality in the U.S.: A Forecast Reconciliation Approach This is one of eight essays from the collection: 2020 Living to 100 Essays. Longevity, mortality, population ...- Authors: Han-Bo Li
- Date: Apr 2020
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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Pricing Asian Options: Convergence of Gram-Charlier Series
Pricing Asian Options: Convergence of Gram-Charlier Series This paper studies the theoretical and numerical convergence of Gram-Charlier series applied to the pricing of Asian options.- Authors: Daniel Dufresne, Han-Bo Li
- Date: Apr 2016
- Competency: External Forces & Industry Knowledge