A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)

出版年份 2008 全文链接

标题

作者

关键词

出版物

Volume 109, Issue 4, Pages 535-569

出版商

Springer Nature

发表日期

2008-05-19

DOI

10.1007/s00211-008-0152-z

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