A fitted finite volume method for stochastic optimal control Problems. - Christelle Dleuna Nyoumbi; Antoine Tambue (CoRR, 2020)

A novel high dimensional fitted scheme for stochastic optimal control problems. - Christelle Dleuna Nyoumbi; Antoine Tambue (CoRR, 2021)

Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities. - Christelle Dleuna Nyoumbi; Antoine Tambue (Math. Comput. Simul., 2023)