A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
- 20 May 2008
- journal article
- research article
- Published by Springer Science and Business Media LLC in Numerische Mathematik
- Vol. 109 (4), 535-569
- https://doi.org/10.1007/s00211-008-0152-z
Abstract
No abstract availableKeywords
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