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RFT Aalbers
Academic Work (2)
Journal article (1)
Report (1)
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2 records found
1
The discount rate under a stochastic A2 scenario
Report (2014) -
C.W. Oosterlee (author)
,
RFT Aalbers (author)
,
M.J. Ruijter (author)
On the Fourier cosine series expansion (COS) method for stochastic control problems
Journal article (2013) -
M.J. Ruijter (author)
,
C.W. Oosterlee (author)
,
RFT Aalbers (author)
