SIAM Journal on Financial Mathematics - Research Database, The University of York

SIAM Journal on Financial Mathematics

ISSNs: 1945-497X

Society for Industrial and Applied Mathematics Publications, United Kingdom

Scopus rating (2020): CiteScore 2.4 SJR 1.251 SNIP 1.352

Journal

Publications

1 - 1 out of 1Page size: 25

RSS feed of this list

Sort by: Publication date

2016
A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA
Litterer, C., Ren, Z. & Henry-Labordère, P., 19 Apr 2016
Article in SIAM Journal on Financial Mathematics

Discover related content

Find related publications, people, projects, datasets and more using interactive charts.

View graph of relations

York staff: edit these data