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"The Riccati Equation in Mathematical Finance."

Phelim P. Boyle, W. Tian, Fred Guan (2002)

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DOI: 10.1006/JSCO.2001.0508

access: open

type: Journal Article

metadata version: 2023-10-02

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  - https://dblp.org/rec/journals/jsc/BoyleTG02
Phelim P. Boyle, W. Tian, Fred Guan:
The Riccati Equation in Mathematical Finance. J. Symb. Comput. 33(3): 343-355 (2002)

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