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~accessRights:"restricted"
~isPartOf:"Handbook of research on promoting business process improvement through inventory control techniques"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of computational finance"
~subject:"Interest rate derivative"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
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Handbook of research on promoting business process improvement through inventory control techniques
Journal of risk and financial management : JRFM
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of computational finance
European journal of operational research : EJOR
10
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A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
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2
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
Saved in:
3
Optimal control of the integrated marketing-production planning problem
Reid, Jill
;
Tadj, Lotfi
- In:
Handbook of research on promoting business process …
,
(pp. 349-370)
.
2018
Persistent link: https://www.econbiz.de/10011810284
Saved in:
4
Optimal control of the integrated marketing-production planning problem
Jaggi, Chandra K.
;
Gautam, Prerna
;
Khanna, Aditi
- In:
Handbook of research on promoting business process …
,
(pp. 371-387)
.
2018
Persistent link: https://www.econbiz.de/10011810286
Saved in:
5
E-monotone Fourier methods for optimal stochastic control in finance
Forsyth, Peter A.
;
Labahn, George
- In:
The journal of computational finance
22
(
2018/2019
)
4
,
pp. 25-71
Persistent link: https://www.econbiz.de/10012042218
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6
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
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7
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
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