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An algorithm for the quasivariational inequality arising in option pricing with transaction costs II
Noguchi, Tetsuya; Rustem, Berc - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537651
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Solving Ecological Mangement Problems Using Dynamic Programming
Kato, Mika; Gruene, Lars; Semmler, Willi - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537673
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An algorithm for the quasivariational inequality arising in option pricing with transaction costs I
Noguchi, Tetsuya; Rustem, Berc - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706598