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Computational methods for Levy and jump diffusion processes : applications in financial engineering
Feng, Liming
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2006
Persistent link: https://www.econbiz.de/10003908099
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Optimal portfolio execution with a Markov chain approximation approach
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
;
Zhang, Yu
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10013541854
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