The Existence of Optimal Bang-Bang Controls for GMxB Contracts

Title
The Existence of Optimal Bang-Bang Controls for GMxB Contracts
Authors
Keywords
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Journal
SIAM Journal on Financial Mathematics
Volume 6, Issue 1, Pages 117-139
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2015-02-27
DOI
10.1137/140953885

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