The following pages link to Wen Li (Q380460):
Displaying 11 items.
- Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme (Q380461) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- (Q1039366) (redirect page) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Numerical solution of fractional optimal control (Q1730400) (← links)
- A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations (Q2402869) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems (Q5235266) (← links)
- On necessary optimality conditions and exact penalization for a constrained fractional optimal control problem (Q6078632) (← links)
- Conditional concordance-assisted learning under matched case-control design for combining biomarkers for population screening (Q6617495) (← links)
