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~accessRights:"restricted"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of computational finance"
~person:"Khelfallah, Nabil"
~person:"Labahn, George"
~subject:"Control theory"
~subject:"Interest rate derivative"
~subject:"Kontrolltheorie"
~subject:"Martingal"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
~subject:"discrete comparison"
~subject:"teugels martingales"
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Journal of risk and financial management : JRFM
The journal of computational finance
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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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