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subject:"Theorie"
~isPartOf:"Computational economics"
~subject:"Black-Scholes framework"
~type_genre:"Aufsatz in Zeitschrift"
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A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
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2
Optimal grid selection for the numerical solution of dynamic stochastic optimization problems
Chipeniuk, Karsten O.
- In:
Computational economics
56
(
2020
)
4
,
pp. 883-928
Persistent link: https://www.econbiz.de/10012390486
Saved in:
3
Accurate and robust numerical methods for the dynamic portfolio management problem
Cong, Fei
;
Oosterlee, Cornelis Willebrordus
- In:
Computational economics
49
(
2017
)
3
,
pp. 433-458
Persistent link: https://www.econbiz.de/10011762120
Saved in:
4
A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman
;
Rezazadeh, Hamidreza
;
Sobhani, Amirhossein
- In:
Computational economics
48
(
2016
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011646608
Saved in:
5
Comparing numerical methods for solving the competitive storage model
Gouel, Christophe
- In:
Computational economics
41
(
2013
)
2
,
pp. 267-295
Persistent link: https://www.econbiz.de/10009710571
Saved in:
6
Taking perturbation to the accuracy frontier : a hybrid of local and global solutions
Maliar, Lilia
;
Maliar, Serguei
;
Villemot, Sebastien
- In:
Computational economics
42
(
2013
)
3
,
pp. 307-325
Persistent link: https://www.econbiz.de/10010189022
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