Iterative spectral methods for Hamilton-Jacobi-Bellman quasi-variational inequality in finance.

Lei M, Lu Z

Open source

DOI
10.1371/journal.pone.0359303
Published
2026
Container
PloS one
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1371/journal.pone.0359303,
  title = {Iterative spectral methods for Hamilton-Jacobi-Bellman quasi-variational inequality in finance.},
  author = {Lei M and Lu Z},
  year = {2026},
  journal = {PloS one},
  doi = {10.1371/journal.pone.0359303},
  url = {https://doi.org/10.1371/journal.pone.0359303}
}

RIS

TY  - JOUR
TI  - Iterative spectral methods for Hamilton-Jacobi-Bellman quasi-variational inequality in finance.
AU  - Lei M
AU  - Lu Z
PY  - 2026
JO  - PloS one
DO  - 10.1371/journal.pone.0359303
UR  - https://doi.org/10.1371/journal.pone.0359303
ER  - 

APA

M, L., & Z, L. (2026). Iterative spectral methods for Hamilton-Jacobi-Bellman quasi-variational inequality in finance.. PloS one. https://doi.org/10.1371/journal.pone.0359303

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