On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387): Difference between revisions

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Latest revision as of 20:05, 27 June 2024

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On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance
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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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