2024-03-28T23:15:46Z
https://oai.zbmath.org/v1/
oai:zbmath.org:5863181
2011-03-09T13:17:30Z
65
91
Pedro A. Morettin (São Paulo)
Jin, Zhuo; Wang, Yumin; Yin, G.
2011
5863181
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/05863181
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J. Comput. Appl. Math. 235, No. 8, 2842-2860 (2011).
91G70; 65C20; 65C05
Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation
j