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 |
|---|---|---|
| A lattice algorithm for pricing moving average barrier options Journal of Economic Dynamics and Control | 2010-06-11 | Paper |
| Finite horizon optimal investment and consumption with transaction costs SIAM Journal on Control and Optimization | 2010-04-28 | Paper |
Research outcomes over time
This page was built for person: Peifan Li
