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 | 12 | 2020 |
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 | 9 | 2019 |
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 | 8 | 2019 |
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 | 5 | 2018 |
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 | 3 | 2021 |
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 | 2 | 2020 |
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 | 1 | 2023 |
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 |