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A Finite Difference Scheme for Pairs Trading with Transaction Costs.
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- Computational Economics, 2022, v. 60, n. 2, p. 601, doi. 10.1007/s10614-021-10159-w
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- Article
Optimal soaring via Hamilton-Jacobi-Bellman equations.
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- Optimal Control - Applications & Methods, 2015, v. 36, n. 4, p. 475, doi. 10.1002/oca.2122
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- Article
ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 8, p. -1, doi. 10.1142/S0219024914500551
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- Article
NUMERICAL SOLUTIONS FOR THE CHERIDITO-SONER-TOUZI SUPER-REPLICATION MODEL UNDER GAMMA CONSTRAINTS.
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- International Journal of Theoretical & Applied Finance, 2006, v. 9, n. 3, p. 401, doi. 10.1142/S0219024906003561
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- Article
Incorporating Climate Risk into Credit Risk Modeling: An Application in Housing Finance.
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- FinTech, 2023, v. 2, n. 3, p. 614, doi. 10.3390/fintech2030034
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- Article