Pages that link to "Item:Q946223"
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The following pages link to Variational inequalities in Hilbert spaces with measures and optimal stopping problems (Q946223):
Displaying 5 items.
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
- Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
- On general optimal stopping problems using penalty method (Q4898883) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)