Leduc, Guillaume; Zeng, Xiangchen Convergence rate of regime-switching trees. (English) Zbl 1358.41009 J. Comput. Appl. Math. 319, 56-76 (2017). MSC: 41A25 65C50 65C20 PDF BibTeX XML Cite \textit{G. Leduc} and \textit{X. Zeng}, J. Comput. Appl. Math. 319, 56--76 (2017; Zbl 1358.41009) Full Text: DOI OpenURL
Wei, Xiao; Gaudenzi, Marcellino; Zanette, Antonino Pricing ratchet equity-indexed annuities with early surrender risk in a CIR\(++\) model. (English) Zbl 1412.91058 N. Am. Actuar. J. 17, No. 3, 229-252 (2013). MSC: 91B30 91G60 41A60 PDF BibTeX XML Cite \textit{X. Wei} et al., N. Am. Actuar. J. 17, No. 3, 229--252 (2013; Zbl 1412.91058) Full Text: DOI Link OpenURL