The following pages link to (Q4859690):
Displaying 4 items.
- A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
- Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems (Q2019987) (← links)
- Monotone numerical schemes and feedback construction for hybrid control systems (Q2347571) (← links)
- Regularity for obstacle problems in infinite dimensional Hilbert spaces (Q2519771) (← links)
