Donny Citra Lesmana

Publication Activity (10 Years)

Years Active: 2013-2015
Publications (10 Years): 0

Top Topics

Finite Difference

Portfolio Selection

Top Venues

Appl. Math. Comput.

Publications

Donny Citra Lesmana, Song Wang
Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs. Appl. Math. Comput. 251 (2015)
Donny Citra Lesmana, Song Wang
An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs. Appl. Math. Comput. 219 (16) (2013)