Hedging Costs for Variable Annuities Under Regime-Switching
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Publication:4562479
DOI10.1007/978-1-4899-7442-6_6zbMath1418.91228MaRDI QIDQ4562479
Peter A. I. Forsyth, Kenneth Vetzal, Parsiad Azimzadeh
Publication date: 21 December 2018
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4899-7442-6_6
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences