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Finite difference techniques for arbitrage-free SABR
Le Floc'h, Fabien; Kennedy, Gary - In: The journal of computational finance 20 (2016/2017) 3, pp. 51-79
Persistent link: https://www.econbiz.de/10011689679
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Variance optimal hedging with application to electricity markets
Warin, Xavier - In: The journal of computational finance 23 (2019) 3, pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
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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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Deep learning for efficient frontier calculation in finance
Warin, Xavier - In: The journal of computational finance 26 (2022) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10014546269
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A general firm value model under partial information
Mbaye, Cheikh; Sagna, Abass; Vrins, Frédéric - In: The journal of computational finance 26 (2022) 1, pp. 81-111
Persistent link: https://www.econbiz.de/10014546279