Last update: Fri Mar 23 02:13:54 MDT 2018
@Article{Jin:2011:NSQ,
author = "Zhuo Jin and Yumin Wang and G. Yin",
title = "Numerical solutions of quantile hedging for guaranteed
minimum death benefits under a regime-switching
jump-diffusion formulation",
journal = j-J-COMPUT-APPL-MATH,
volume = "235",
number = "8",
pages = "2842--2860",
day = "15",
month = feb,
year = "2011",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:24:32 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042710006539",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}