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Numerical methods in Markov ch...
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Numerical solution of optimal control problems with constant control delays
Brandt-Pollmann, Ulrich
;
Winkler, Ralph
;
Sager, Sebastian
; …
- In:
Computational economics
31
(
2008
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10003686033
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2
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
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3
Comparing numerical methods for solving the competitive storage model
Gouel, Christophe
- In:
Computational economics
41
(
2013
)
2
,
pp. 267-295
Persistent link: https://www.econbiz.de/10009710571
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4
Taking perturbation to the accuracy frontier : a hybrid of local and global solutions
Maliar, Lilia
;
Maliar, Serguei
;
Villemot, Sebastien
- In:
Computational economics
42
(
2013
)
3
,
pp. 307-325
Persistent link: https://www.econbiz.de/10010189022
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5
A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Computational economics
39
(
2012
)
4
,
pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
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6
A numerical method for discrete single barrier option pricing with time-dependent parameters
Farnoosh, Rahman
;
Rezazadeh, Hamidreza
;
Sobhani, Amirhossein
- In:
Computational economics
48
(
2016
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011646608
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7
Accurate and robust numerical methods for the dynamic portfolio management problem
Cong, Fei
;
Oosterlee, Cornelis Willebrordus
- In:
Computational economics
49
(
2017
)
3
,
pp. 433-458
Persistent link: https://www.econbiz.de/10011762120
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8
A non-stationary model of dividend distribution in a stochastic interest-rate setting
Barth, Andrea
;
Moreno-Bromberg, Santiago
;
Reichmann, Oleg
- In:
Computational economics
47
(
2016
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10011712413
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9
Optimal grid selection for the numerical solution of dynamic stochastic optimization problems
Chipeniuk, Karsten O.
- In:
Computational economics
56
(
2020
)
4
,
pp. 883-928
Persistent link: https://www.econbiz.de/10012390486
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10
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
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