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

Parsiad Azimzadeh, Peter A. Forsyth (2015)

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DOI: 10.1137/140953885

access: closed

type: Journal Article

metadata version: 2019-04-17

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Parsiad Azimzadeh, Peter A. Forsyth:
The Existence of Optimal Bang-Bang Controls for GMxB Contracts. SIAM J. Financial Math. 6(1): 117-139 (2015)

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