List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities Mathematics and Computers in Simulation | 2023-06-26 | Paper |
| A fitted finite volume method for stochastic optimal control problems in finance AIMS Mathematics | 2022-06-17 | Paper |
| A novel high dimensional fitted scheme for stochastic optimal control problems | 2021-09-11 | Paper |
| A novel high dimensional fitted scheme for stochastic optimal control problems (available as arXiv preprint) | 2021-01-01 | Paper |
| A fitted finite volume method for stochastic optimal control Problems (available as arXiv preprint) | 2020-02-19 | Paper |
Research outcomes over time
This page was built for person: Christelle Dleuna Nyoumbi
