Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330): Difference between revisions
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| Property / author: George Labahn / rank | |||
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L25 / rank | |||
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Revision as of 10:58, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Iterative methods for the solution of a singular control formulation of a GMWB pricing problem |
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Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (English)
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19 September 2012
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