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Stochastic process
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International journal of sustainable economy : IJSE
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Optimal extraction and taxation of strategic natural resources : a differential game approach
Pemy, Moustapha
- In:
The journal of energy markets
13
(
2020
)
2
,
pp. 63-83
Persistent link: https://www.econbiz.de/10012662173
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2
Transition from coal to natural gas power plants under CO2 consideration : a real options approach
Wang, Chung-Hsiao
;
Min, K. Jo
- In:
International journal of sustainable economy : IJSE
12
(
2020
)
4
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012533186
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3
A novel Fourier transform B-spline method for option pricing
Haslip, Gareth G.
;
Kaishev, Vladimir K.
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 41-74
Persistent link: https://www.econbiz.de/10011480709
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4
An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
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