Pages that link to "Item:Q2041006"
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The following pages link to Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006):
Displaying 5 items.
- Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122) (← links)
- (Q4802408) (← links)
- Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes (Q4821627) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q6298873) (← links)