Numerical Approximation for a Superreplication Problem under Gamma Constraints (Q3578075): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/080725222 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2077264691 / rank | |||
Normal rank | |||
Latest revision as of 01:27, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Approximation for a Superreplication Problem under Gamma Constraints |
scientific article |
Statements
Numerical Approximation for a Superreplication Problem under Gamma Constraints (English)
0 references
13 July 2010
0 references
superreplication problem
0 references
viscosity solution
0 references
numerical approximation
0 references
generalized finite difference scheme
0 references
monotone scheme
0 references
Howard's algorithm
0 references
