Pages that link to "Item:Q3112471"

The following pages link to Numerical Methods for Nonlinear PDEs in Finance (Q3112471):

Displaying 11 items.

• An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
• On the non-existence of higher order monotone approximation schemes for HJB equations (Q900998) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
• Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
• Penalty and penalty-like methods for nonlinear HJB PDEs (Q2139765) (← links)
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
• Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158) (← links)
• Stochastic optimal switching model for migrating population dynamics (Q3304317) (← links)