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~isPartOf:"The journal of computational finance"
~subject:"Derivat"
~subject:"Mathematical programming"
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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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