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Computational methods for Levy and jump diffusion processes : applications in financial engineering
Feng, Liming - 2006
Persistent link: https://www.econbiz.de/10003908099
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Optimal portfolio execution with a Markov chain approximation approach
Chen, Jingnan; Feng, Liming; Peng, Jiming; Zhang, Yu - In: IMA journal of management mathematics 34 (2023) 1, pp. 165-186
Persistent link: https://www.econbiz.de/10013541854
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A Markovian analytical model for a hybrid traffic scheduling scheme
Wang, Lan; Min, Geyong; Kouvatsos, Demetres D.; Jin, … - In: Mobility management and quality-of-service for …, (pp. 229-243). 2009
Persistent link: https://www.econbiz.de/10003897007