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A Computational Method for Stochastic Impulse Control Problems
Feng, Haolin
;
Muthuraman, Kumar
- In:
Mathematics of operations research
35
(
2010
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4
,
pp. 830-851
Persistent link: https://www.econbiz.de/10008762297
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American Options Under Stochastic Volatility
Chockalingam, Arun
;
Muthuraman, Kumar
- In:
Operations research : the journal of the Operations …
59
(
2011
)
4
,
pp. 793-810
Persistent link: https://www.econbiz.de/10009290792
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