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~accessRights:"restricted"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Springer texts in business and economics"
~isPartOf:"The journal of computational finance"
~subject:"Interest rate derivative"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
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The two-dimensional tree-grid method
Kossaczký, Igor
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Ehrhardt, Matthias
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Günther, Michael
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The journal of computational finance
23
(
2019
)
2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
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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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Optimal control theory : applications to management science and economics
Sethi, Suresh P.
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2021
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Fourth edition
Persistent link: https://www.econbiz.de/10012703795
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4
Introduction to process control : analysis, mathematical modeling, control and optimization
Skormin, Viktor A.
;
Skormin, Victor A.
-
2016
Persistent link: https://www.econbiz.de/10014012225
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