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Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine; Tankov, Peter; Warin, Xavier - In: The journal of computational finance 19 (2015/2016) 2, pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
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Numerical methods for an optimal order execution problem
Guilbaud, Fabien; Mnif, Mohamed; Pham, Huyên - In: The journal of computational finance 16 (2012/13) 3, pp. 3-45
Persistent link: https://www.econbiz.de/10009740108
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RESEARCH PAPERS - Numerical methods for an optimal order execution problem
Guilbaud, Fabien; Mnif, Mohamed; Pham, Huyên - In: The journal of computational finance 16 (2013) 3, pp. 3-46
Persistent link: https://www.econbiz.de/10010104410