The following pages link to (Q3355178):
Displaying 50 items.
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
- GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)
- 𝒞⁰ penalty methods for the fully nonlinear Monge-Ampère equation (Q3094278) (← links)
- (Q3095765) (← links)
- High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors (Q3119541) (← links)
- On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823) (← links)
- A multigrid scheme for 3D Monge–Ampère equations (Q3174868) (← links)
- A Fast-marching Algorithm for Nonmonotonically Evolving Fronts (Q3186112) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- Remarks on approximation schemes (Q3219938) (← links)
- A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity (Q3300982) (← links)
- MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
- Stochastic optimal switching model for migrating population dynamics (Q3304317) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
- Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
- The convex envelope is the solution of a nonlinear obstacle problem (Q3430174) (← links)
- Fast weak–KAM integrators for separable Hamiltonian systems (Q3450032) (← links)
- Optimal soaring via Hamilton-Jacobi-Bellman equations (Q3459281) (← links)
- Idempotent Expansions for Continuous-Time Stochastic Control (Q3462518) (← links)
- An Efficient Filtered Scheme for Some First Order Time-Dependent Hamilton--Jacobi Equations (Q3464422) (← links)
- Numerical procedure to approximate a singular optimal control problem (Q3507062) (← links)
- On the Numerical Approximation of First-Order Hamilton-Jacobi Equations (Q3517408) (← links)
- Two Numerical Methods for the elliptic Monge-Ampère equation (Q3577755) (← links)
- Convergence of approximation schemes for nonlocal front propagation equations (Q3584770) (← links)
- A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801) (← links)
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
- Monotone numerical schemes for a Dirichlet problem for elliptic operators in divergence form (Q3630424) (← links)
- A monotone scheme for Hamilton-Jacobi equations via the nonstandard finite difference method (Q3655853) (← links)
- Discrete Methods for Fully Nonlinear Elliptic Equations (Q3989440) (← links)
- User’s guide to viscosity solutions of second order partial differential equations (Q4016740) (← links)
- Convergence of corrected derivative methods for second-order linear partial differential equations (Q4248596) (← links)
- Approximation of control problems involving ordinary and impulsive controls (Q4256301) (← links)
- Approximation of viscosity solution by morphological filters (Q4256305) (← links)
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems (Q4323360) (← links)
- (Q4513792) (← links)
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296) (← links)
- (Q4538023) (← links)
- Rates of Convergence in $W^2_p$-Norm for the Monge--Ampère Equation (Q4554048) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
- Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
- Two-scale method for the Monge-Ampère equation: Convergence to the viscosity solution (Q4561366) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians (Q4568055) (← links)
- High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
- Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
- Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs (Q4592862) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- Convergence of a Time Discretization for a Nonlinear Second-Order Inclusion (Q4608141) (← links)
