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Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino; Tebaldi, Claudio - In: Decisions in economics and finance : DEF ; a journal of … 30 (2007) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
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On the smoothness of optimal paths II : some local turnpike results
Blot, Joe͏̈l; Crettez, Bertrand - In: Decisions in economics and finance : DEF ; a journal of … 30 (2007) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10003630277
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Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona - In: Decisions in economics and finance : DEF ; a journal of … 27 (2004) 2, pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
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Markovian lifts of positive semidefinite affine Volterra-typeprocesses
Cuchiero, Christa; Teichmann, Josef - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 407-448
Persistent link: https://www.econbiz.de/10012127229