On the Fourier cosine series expansion (COS) method for stochastic control problems

MJ Ruijter, CW Oosterlee, RFT Aalbers

Research output: Contribution to journalArticleScientificpeer-review

7 Citations (Scopus)
Original languageEnglish
Pages (from-to)598-625
Number of pages28
JournalNumerical Linear Algebra with Applications
Volume20
Issue number4
DOIs
Publication statusPublished - 2013

Keywords

  • academic journal papers
  • CWTS 0.75 <= JFIS < 2.00

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