Pages that link to "Item:Q2041006"

The following pages link to Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006):

Displaying 2 items.

• Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122) (← links)
• A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)