Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Computational and Applied Mathematics

Time

Date/time value

  • 2011

Identity

Digital Object Identifier (DOI)

  • 10.1016/j.cam.2010.12.003

Additional Document Info

Parent Title

  • JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Volume

  • 235

Issue

  • 8

Publisher

  • Elsevier Science