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Search: subject:"monotone Finite Difference scheme"
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A finite difference scheme for pairs trading with transaction costs
Li, Zequn
;
Tourin, Agnès
- In:
Computational economics
60
(
2022
)
2
,
pp. 601-632
Persistent link: https://www.econbiz.de/10013380794
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Optimal bank management under capital and liquidity constraints
Astic, Fabian
;
Tourin, Agnès
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10010508026
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