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"Semi-Lagrangean approach for price discovery in markets with non-convexities."

Veronica Araoz, Kurt Jörnsten (2011)

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DOI: 10.1016/J.EJOR.2011.05.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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Veronica Araoz, Kurt Jörnsten:
Semi-Lagrangean approach for price discovery in markets with non-convexities. Eur. J. Oper. Res. 214(2): 411-417 (2011)

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