Pages that link to "Item:Q465077"
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The following pages link to Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (Q465077):
Displaying 8 items.
- Simplified reproducing kernel method for impulsive delay differential equations (Q1644150) (← links)
- A novel method for nonlinear impulsive differential equations in broken reproducing kernel space (Q2153376) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- Numerical method and convergence order for second-order impulsive differential equations (Q2311569) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
