Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330)
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scientific article; zbMATH DE number 6084011
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| English | Iterative methods for the solution of a singular control formulation of a GMWB pricing problem |
scientific article; zbMATH DE number 6084011 |
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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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0.8235735297203064
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0.8136036992073059
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0.7459160685539246
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0.7415884137153625
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0.7296363115310669
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