On splitting-based numerical methods for nonlinear models of European options (Q5739578): Difference between revisions

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-Lubin G. Vulkov
@@ Property / author: Lubin G. Vulkov / rank @@
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@@ Property / author @@
+Lubin G. Vulkov
@@ Property / author: Lubin G. Vulkov / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207160.2014.884713
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+W2011726062
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+European Option Pricing with Transaction Costs
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+A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM
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+Q3064721
@@ Property / cites work: Q3064721 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5739578