Iterative methods for the solution of a singular control formulation of a GMWB pricing problem
| Title: | Iterative methods for the solution of a singular control formulation of a GMWB pricing problem |
|---|---|
| Authors: | Huang, Y.; Forsyth; Labahn, G. |
| Source: | Numerische Mathematik. September 2012 122(1):133-167 |
| Database: | Springer Nature Journals |