"Fitted finite volume method for indifference pricing in an exponential ..."

Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov (2021)

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DOI: 10.1016/J.CAM.2019.112493

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type: Journal Article

metadata version: 2023-08-28

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Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov:
Fitted finite volume method for indifference pricing in an exponential utility regime-switching model. J. Comput. Appl. Math. 387: 112493 (2021)

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