A semi‐Lagrangian ε$$ \varepsilon $$‐monotone Fourier method for continuous withdrawal GMWBs under jump‐diffusion with stochastic interest rate
出版年份 2023 全文链接
标题
A semi‐Lagrangian ε$$ \varepsilon $$‐monotone Fourier method for continuous withdrawal GMWBs under jump‐diffusion with stochastic interest rate
作者
关键词
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出版物
NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS
Volume -, Issue -, Pages -
出版商
Wiley
发表日期
2023-10-19
DOI
10.1002/num.23075
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