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Len Patrick Garces
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Cited by
Year
Tourism and crime: Evidence from the Philippines
R Palanca-Tan, LPDM Garces, ANC Purisima, ACL Zaratan
Southeast Asian Studies 4 (3), 565-580, 2015
18*2015
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
GHL Cheang, LPDM Garces
Quantitative Finance 20 (2), 291-310, 2020
122020
App-based scaffolds for writing two-column proofs
DMB Verzosa, MLAN De Las Peñas, MAQ Aberin, LPDM Garces
International Journal of Mathematical Education in Science and Technology 50 …, 2019
92019
Digital Simulations for Grade 7 to 10 Mathematics
MLAN De Las Penas, DMV Verzosa, MAQ Aberin, LPDM Garces, ...
Philippine Journal of Science 148 (4), 735-749, 2019
82019
App for addition and subtraction of integers
DMB Verzosa, MLAN De Las, MAQ Aberin, LPDM Garces
The International Journal for Technology in Mathematics Education 25 (4), 21, 2018
52018
A numerical approach to pricing exchange options under stochastic volatility and jump-diffusion dynamics
LPDM Garces, GHL Cheang
Quantitative Finance 21 (12), 2025-2054, 2021
32021
A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics
LPDM Garces, GHL Cheang
arXiv preprint arXiv:2002.10194, 2020
22020
Estimation, comparison and projection of multi-factor age-cohort affine mortality models
F Ungolo, LPDM Garces, M Sherris, Y Zhou
North American Actuarial Journal, 1-23, 2023
12023
Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation
J Alonso-Garcia, LPDM Garces, J Ziveyi
31st Colloquium on Pensions and Retirement Research, 2023
2023
Age-Dependent Multi-Cohort Affine Mortality Model with Cohort Correlation
Y Zhou, LP Garces, Y Shen, M Sherris, J Ziveyi
Available at SSRN 4456316, 2023
2023
Affine Mortality Models with Jumps: Parameter Estimation and Forecasting
LP Garces, J Kolar, M Sherris, F Ungolo
UNSW Business School Research Paper Forthcoming, 2022
2022
Regression-based approaches for simulation meta-modelling in the presence of heterogeneity and correlation
LPDM Garces, T Bogomolov, B Chiera
MODSIM 2021: 24th International Congress on Modelling and Simulation, 827-833, 2021
2021
AffineMortality: An R package for estimation, analysis and projection of affine mortality models
F Ungolo, LP Garces, M Sherris, Y Zhou
UNSW Business School Research Paper Forthcoming, 2021
2021
On eigenvalue bounds for the finite-state birth-death process intensity matrix
RRP Tan, K Ikeda, LPDM Garces
Journal of Physics: Conference Series 1593 (1), 012005, 2020
2020
Estimating Philippine Dealing System Treasury (PDST) Reference Rate Yield Curves using a State-Space Representation of the Nelson-Siegel Model
LPDM Garces, MER Reserva
International Conference on Computing, Mathematics, and Statistics 2015, 2015
2015
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Articles 1–15