%0 Journal Article %1 journals/nm/ChenF08 %A Chen, Zhuliang %A Forsyth, Peter A. %D 2008 %J Numerische Mathematik %K dblp %N 4 %P 535-569 %T A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB). %U http://dblp.uni-trier.de/db/journals/nm/nm109.html#ChenF08 %V 109

@article{journals/nm/ChenF08, added-at = {2016-08-17T00:00:00.000+0200}, author = {Chen, Zhuliang and Forsyth, Peter A.}, biburl = {https://puma.ub.uni-stuttgart.de/bibtex/2a8bf4f378c9c9f0847e3314aa302e941/dblp}, ee = {http://dx.doi.org/10.1007/s00211-008-0152-z}, interhash = {26511fe0161f0185180d66a5d8bd1caf}, intrahash = {a8bf4f378c9c9f0847e3314aa302e941}, journal = {Numerische Mathematik}, keywords = {dblp}, number = 4, pages = {535-569}, timestamp = {2016-08-18T09:32:08.000+0200}, title = {A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB).}, url = {http://dblp.uni-trier.de/db/journals/nm/nm109.html#ChenF08}, volume = 109, year = 2008 }