George Labahn

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Y. Huang

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Publications

2012
[j26]
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Y. Huang, Peter A. Forsyth, George Labahn:
Iterative methods for the solution of a singular control formulation of a GMWB pricing problem. Numerische Mathematik 122(1): 133-167 (2012)
[j25]
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Y. Huang, Peter A. Forsyth, George Labahn:
Combined Fixed Point and Policy Iteration for Hamilton-Jacobi-Bellman Equations in Finance. SIAM J. Numer. Anal. 50(4): 1861-1882 (2012)
2011
[j23]
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  - journals/siamsc/HuangFL11
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Y. Huang, Peter A. Forsyth, George Labahn:
Methods for Pricing American Options under Regime Switching. SIAM J. Sci. Comput. 33(5): 2144-2168 (2011)

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