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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.
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Labahn, George
- In:
The journal of computational finance
22
(
2018/2019
)
4
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pp. 25-71
Persistent link: https://www.econbiz.de/10012042218
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