Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330)

From MaRDI portal
Revision as of 01:59, 9 December 2024 by Import241208021249 (talk | contribs) (Normalize DOI.)
scientific article
Language Label Description Also known as
English
Iterative methods for the solution of a singular control formulation of a GMWB pricing problem
scientific article

    Statements

    title
    Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (English)
    0 references
    author
    Yiqing Huang
    0 references
    George Labahn
    0 references
    Peter A. I. Forsyth
    0 references
    publication date
    19 September 2012
    0 references
    cites work
    Q4356582
    0 references
    Q3355178
    0 references
    Q4257216
    0 references
    Q2703816
    0 references
    Q4023802
    0 references
    Q4356592
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G60
    0 references
    91G80
    0 references
    91B30
    0 references
    49L25
    0 references
    zbMATH DE Number
    6084011
    0 references
    OpenAlex ID
    W1997780371
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q453330&oldid=38114229"
    Powered by MediaWiki