A stochastic quantization method for nonlinear problems (Q2724975): Difference between revisions
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Revision as of 09:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic quantization method for nonlinear problems |
scientific article |
Statements
A stochastic quantization method for nonlinear problems (English)
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2001
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error bounds
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numerical examples
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optimal stopping
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snell envelope
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quantization of random variables
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reflected backward stochastic differential equation
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American option pricing
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algorithm
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free boundary
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American exchange options
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