P. Azimzadeh

Available identifiers

zbMath Open azimzadeh.parsiadMaRDI QIDQ2422347

List of research outcomes

Publication	Date of Publication	Type
A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions	2019-06-19	Paper
High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors	2019-03-12	Paper
Hedging Costs for Variable Annuities Under Regime-Switching	2018-12-21	Paper
A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix	2018-12-05	Paper
Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities	2018-11-09	Paper
Impulse Control in Finance: Numerical Methods and Viscosity Solutions	2017-12-05	Paper
Weakly chained matrices, policy iteration, and impulse control	2016-05-10	Paper
The Existence of Optimal Bang-Bang Controls for GMxB Contracts	2015-05-15	Paper

Research outcomes over time

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