2024-03-29T08:27:46Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7630795
2022-12-09T12:44:02Z
60
91
Piotr Jaworski (Warszawa)
Zhong, Wei; Cui, Zhenyu; Zhang, Zhimin
2023
7630795
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/07630795
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J. Comput. Appl. Math. 422, Article ID 114914, 26 p. (2023).
91G20; 91G05; 60G40
Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk
j