Pages that link to "Item:Q3043554"

The following pages link to ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554):

Displaying 23 items.

• Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
• Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations (Q618430) (← links)
• A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
• Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
• On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
• Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
• Infinite reload options: pricing and analysis (Q952078) (← links)
• On randomized stopping (Q1002557) (← links)
• Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
• A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
• Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
• On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
• Convergence analysis of a parabolic nonlinear system arising in biology (Q2393523) (← links)
• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
• Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams (Q2568628) (← links)
• Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
• A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
• Convergence of discontinuous Galerkin schemes for front propagation with obstacles (Q2814434) (← links)
• DISCRETE TIME HEDGING OF THE AMERICAN OPTION (Q3161740) (← links)
• Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
• A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators (Q3426019) (← links)
• A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)