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International journal of financial engineering
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An analytical solution for the HJB equation arising from the Merton problem
Zhu, Song-Ping
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Ma, Guiyuan
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International journal of financial engineering
5
(
2018
)
1
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pp. 1-26
Persistent link: https://www.econbiz.de/10011922966
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A hybrid computational approach for option pricing
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
International journal of financial engineering
5
(
2018
)
3
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pp. 1-16
Persistent link: https://www.econbiz.de/10011923019
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