Pages that link to "Item:Q1008794"
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The following pages link to Finite difference approximation for stochastic optimal stopping problems with delays (Q1008794):
Displaying 7 items.
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Optimal stopping of stochastic differential equations with delay driven by Lévy noise (Q623473) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
- On the approximation of optimal stopping problems with application to financial mathematics (Q2706472) (← links)
- Numerical methods for an optimal multiple stopping problem (Q2816573) (← links)
- Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey (Q2905360) (← links)
