BibTeX record journals/siamfm/Henry-Labordere16

download as .bib file

@article{DBLP:journals/siamfm/Henry-Labordere16,
  author       = {Pierre Henry{-}Labord{\`{e}}re and
                  Christian Litterer and
                  Zhenjie Ren},
  title        = {A Dual Algorithm for Stochastic Control Problems: Applications to
                  Uncertain Volatility Models and {CVA}},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {7},
  number       = {1},
  pages        = {159--182},
  year         = {2016},
  url          = {https://doi.org/10.1137/15M1019945},
  doi          = {10.1137/15M1019945},
  timestamp    = {Wed, 17 May 2017 14:25:53 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/Henry-Labordere16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.