Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance (Q3631929)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance |
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Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance (English)
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22 June 2009
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stochastic control
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nonlinear Hamilton-Jacobi-Bellman partial differential equations
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central differencing
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monotone scheme
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finance
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