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~isPartOf:"Algorithmic finance"
~subject:"Kontrolltheorie"
~subject:"Option pricing theory"
~subject:"portfolio construction"
~subject:"stochastic differential equation"
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Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
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Point-to-point stochastic control of a self-financing portfolio
Mavungu, Masiala
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 129-143
Persistent link: https://www.econbiz.de/10013459986
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