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Numerical Schemes for Variational Inequalities Arising in International Asset Pricing
Hodder, James E.; Tourin, Agnès; Zariphopoulou, Thaleia - In: Computational economics 17 (2001) 1, pp. 43-80
Persistent link: https://www.econbiz.de/10007043835
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Numerical Schemes for Investment Models with Singular Transactions
Tourin, Agnès; Zariphopoulou, Thaleia - In: Computational economics 7 (1994) 4, pp. 287-308
Persistent link: https://www.econbiz.de/10007087220
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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