Variational inequality arising from variable annuity with mean reversion environment (Q6142192)
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scientific article; zbMATH DE number 7781456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational inequality arising from variable annuity with mean reversion environment |
scientific article; zbMATH DE number 7781456 |
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Variational inequality arising from variable annuity with mean reversion environment (English)
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21 December 2023
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variable annuity
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optimal surrender boundary
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variational inequality
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mean reversion
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