Sussex Research Online: No conditions. Results ordered -Date Deposited. http://sro.sussex.ac.uk/ http://sro.sussex.ac.uk/images/sitelogo.png Sussex Research Online: No conditions. Results ordered -Date Deposited. http://sro.sussex.ac.uk/ Sat, 18 Nov 2023 14:24:01 +0000 Sat, 18 Nov 2023 14:24:01 +0000 en Tue, 27 Sep 2022 10:29:54 +0100 Valuation of European options under an uncertain market price of volatility risk http://sro.sussex.ac.uk/id/eprint/108155/ http://sro.sussex.ac.uk/id/eprint/108155/ Jensen, Max and Jaroszkowski, Bartosz (2023) Valuation of European options under an uncertain market price of volatility risk. Applied Mathematical Finance, 29 (3). pp. 213-226. ISSN 1350-486X Thu, 03 Feb 2022 10:08:43 +0000 Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions http://sro.sussex.ac.uk/id/eprint/97466/ http://sro.sussex.ac.uk/id/eprint/97466/ Jaroszkowski, Bartosz and Jensen, Max (2022) Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions. Applied Mathematics and Optimization, 85. a8 1-32. ISSN 1432-0606 Mon, 09 Aug 2021 09:14:25 +0100 Finite element methods for Bellman and Isaacs Equations http://sro.sussex.ac.uk/id/eprint/101030/ http://sro.sussex.ac.uk/id/eprint/101030/ Jaroszkowski, Bartosz (2021) Finite element methods for Bellman and Isaacs Equations. Doctoral thesis (PhD), University of Sussex.