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RFT Aalbers
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2 records found
On the Fourier cosine series expansion (COS) method for stochastic control problems
Journal article -
M.J. Ruijter
,
C.W. Oosterlee
,
RFT Aalbers
The discount rate under a stochastic A2 scenario
Report -
C.W. Oosterlee
,
RFT Aalbers
,
M.J. Ruijter