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BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems
BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems
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BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems

von Sydow, Lina ; Milovanović, Slobodan ; Larsson, Elisabeth ; In't Hout, Karel ; Wiktorsson, Magnus ; Oosterlee, Cornelis W. ; Shcherbakov, Victor ; Wyns, Maarten ; Leitao, Alvaro ; Jain, Shashi ; Haentjens, Tinne ; Waldén, Johan

International journal of computer mathematics, 2019-10, Vol.96 (10), p.1910-1923 [Periódico revisado por pares]

Abingdon: Taylor & Francis

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Simple modeling techniques for base-stock inventory systems with state dependent demand rates
Simple modeling techniques for base-stock inventory systems with state dependent demand rates
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Simple modeling techniques for base-stock inventory systems with state dependent demand rates

Olsson, Fredrik

Mathematical methods of operations research (Heidelberg, Germany), 2019-08, Vol.90 (1), p.61-76 [Periódico revisado por pares]

Berlin/Heidelberg: Springer Berlin Heidelberg

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3
Conservative logarithmic reconstructions and finite volume methods
Conservative logarithmic reconstructions and finite volume methods
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Conservative logarithmic reconstructions and finite volume methods

ARTEBRANT, Robert ; JOACHIM SCHROLL, H

SIAM journal on scientific computing, 2005, Vol.27 (1), p.294-314 [Periódico revisado por pares]

Philadelphia, PA: Society for Industrial and Applied Mathematics

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