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type:"article"
~person:"Forsyth, Peter A."
~isPartOf:"Journal of economic dynamics & control"
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Forsyth, Peter A.
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An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
Saved in:
2
Numerical solution of the HamiltonJacobiBellman formulation for continuous time mean variance asset allocation
Wang, J.
;
Forsyth, Peter A.
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10003947664
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