An Options Pricing Method for Calculating the Market Price of Public Sector Pension Liabilities
This AEI working paper presents an alternate approach to market valuation of public pension liabilities based upon options pricing methods.
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Paper provided by American Enterprise Institute in its series Working Papers
Date of creation:
Feb 2010Date of revision:
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Related researchKeywords: public
Find related papers by JEL classification:
- A - General Economics and Teaching
- H - Public Economics
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- Ponds, E.H.M. & Severinson, C. & Yermo, J., 2012.
"Implicit debt in public sector plans: An international comparison,"
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