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The journal of computational finance
Journal of economic dynamics & control
64
European journal of operational research : EJOR
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International journal of production research
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European option pricing under geometric Lévy processes with proportional transaction costs
Xing, Haipeng
;
Yu, Yang
;
Lim, Tiong Wee
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 101-127
Persistent link: https://www.econbiz.de/10011848317
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2
E-monotone Fourier methods for optimal stochastic control in finance
Forsyth, Peter
;
Labahn, George
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 25-71
Persistent link: https://www.econbiz.de/10012042218
Saved in:
3
The two-dimensional tree-grid method
Kossaczký, Igor
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
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