"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: 2025-03-03

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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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