On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance |
scientific article |
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On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (English)
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9 April 2008
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infinite dimensional diffusion
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optimal stopping
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variational methods
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mathematical finance
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finite element method
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