The Existence of Optimal Bang-Bang Controls for GMxB...

SIAM Journal on Financial Mathematics 2015 / 01 Vol. 6; Iss. 1

The Existence of Optimal Bang-Bang Controls for GMxB Contracts

Azimzadeh, P., Forsyth, P. A.
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Volume:
6
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/140953885
Date:
January, 2015
File:
PDF, 321 KB
english, 2015
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