Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330)

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scientific article; zbMATH DE number 6084011
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Iterative methods for the solution of a singular control formulation of a GMWB pricing problem
scientific article; zbMATH DE number 6084011

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    Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (English)
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    19 September 2012
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