Additional Metadata
THEME Other (theme 6)
Publisher Wiley
Journal Numerical Linear Algebra with Applications
Citation
Ruijter, M.J, Oosterlee, C.W, & Aalbers, R.F.T. (2013). On the Fourier cosine series expansion (COS) method for stochastic control problems. Numerical Linear Algebra with Applications, 20(4), 598–625.