Numerical Approximation for a Superreplication Problem under Gamma Constraints (Q3578075): Difference between revisions
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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)
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13 July 2010
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superreplication problem
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viscosity solution
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numerical approximation
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generalized finite difference scheme
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monotone scheme
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Howard's algorithm
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