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~isPartOf:"The journal of computational finance"
~subject:"Interest rate"
~subject:"Mathematical programming"
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The journal of computational finance
European journal of operational research : EJOR
19
Mathematics of operations research
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Insurance / Mathematics & economics
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International journal of production economics
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Computational optimization and applications : an international journal
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The two-dimensional tree-grid method
Kossaczký, Igor
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
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.
;
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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