Marjon J. Ruijter

According to our database¹, Marjon J. Ruijter authored at least 3 papers between 2012 and 2015.

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2015

A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2015

2013

On the Fourier cosine series expansion method for stochastic control problems.

[BibT_eX]

[DOI]

Numer. Linear Algebra Appl., 2013

2012

Two-Dimensional Fourier Cosine Series Expansion Method for Pricing Financial Options.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 2012