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~accessRights:"restricted"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Mathematical methods of operations research : ZOR"
~isPartOf:"The journal of computational finance"
~subject:"Interest rate derivative"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
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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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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 an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems
Kryger, Esben
;
Nordfang, Maj-Britt
;
Steffensen, Mogens
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 405-438
Persistent link: https://www.econbiz.de/10012301603
Saved in:
4
Robust classical-impulse stochastic control problems in an infinite horizon
Pun, Chi Seng
- In:
Mathematical methods of operations research : ZOR
96
(
2022
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10013455036
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