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"Iterative methods for the solution of a singular control formulation of a ..."
Y. Huang, Peter A. Forsyth, George Labahn (2012)
- Y. Huang, Peter A. Forsyth, George Labahn:
Iterative methods for the solution of a singular control formulation of a GMWB pricing problem. Numerische Mathematik 122(1): 133-167 (2012)
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