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

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dc.contributor.authorCortina, Elsa
dc.date.accessioned2022-07-15T16:56:13Z
dc.date.available2022-07-15T16:56:13Z
dc.date.issued2002-10
dc.formatapplication/pdf
dc.identifier.urihttp://hdl.handle.net/10908/19596
dc.languageeng
dc.publisherUniversidad de San Andrés. Departamento de Economía
dc.relation.ispartofseriesCiclo de Seminarios (Universidad de San Andrés. Departamento de Economía);02-17
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightshttps://creativecommons.org/licenses/by-nc-nd/4.0/
dc.titlePricing an insurance against investment yield deviations for argentine pension funds by a Quasi Monte Carlo method
dc.typeSeminario
dc.typeinfo:eu-repo/semantics/workshop
dc.typeinfo:ar-repo/semantics/seminario
dc.typeinfo:eu-repo/semantics/draft
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