NUMERICAL SOLUTIONS FOR THE CHERIDITO-SONER-TOUZI SUPER-REPLICATION MODEL UNDER GAMMA CONSTRAINTS (Q5483445): Difference between revisions

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+CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
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+On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
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+Viscosity solutions and applications. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME), Montecatini Terme, Italy, June 12-20, 1995
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+The multi-dimensional super-replication problem under gamma constraints
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+User’s guide to viscosity solutions of second order partial differential equations
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+Two approximations of solutions of Hamilton-Jacobi equations
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+Q4032143
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+Superreplication Under Gamma Constraints
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+Q3799010
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+Splitting methods for Hamilton‐Jacobi equations
@@ Property / cites work: Splitting methods for Hamilton‐Jacobi equations / rank @@
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+Publication:5483445