Numerical Schemes for Variational Inequalities Arising in International Asset Pricing
Computational Economics - Special issue on finance and variational inequalities
Ordered Upwind Methods for Hybrid Control
HSCC '02 Proceedings of the 5th International Workshop on Hybrid Systems: Computation and Control
A Unifying and Rigorous Shape from Shading Method Adapted to Realistic Data and Applications
Journal of Mathematical Imaging and Vision
Stochastic Target Problems with Controlled Loss
SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
Impulse Control of Multidimensional Jump Diffusions
SIAM Journal on Control and Optimization
Estimates for Trajectories Confined to a Cone in $\mathbb{R}^{\lowercase{n}}$
SIAM Journal on Control and Optimization
Merton Problem with Taxes: Characterization, Computation, and Approximation
SIAM Journal on Financial Mathematics
Stochastic Target Problems with Controlled Loss in Jump Diffusion Models
SIAM Journal on Control and Optimization
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