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Computational economics
The journal of computational finance
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Method of lines for valuation and sensitivities of Bermudan options
Banerjee, Purba
;
Murthy, Vasudeva
;
Jain, Shashi
- In:
Computational economics
63
(
2024
)
1
,
pp. 245-270
Persistent link: https://www.econbiz.de/10014472099
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Accurate and robust numerical methods for the dynamic portfolio management problem
Cong, Fei
;
Oosterlee, Cornelis Willebrordus
- In:
Computational economics
49
(
2017
)
3
,
pp. 433-458
Persistent link: https://www.econbiz.de/10011762120
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