Pages that link to "Item:Q2144798"
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The following pages link to A fitted finite volume method for stochastic optimal control problems in finance (Q2144798):
Displaying 5 items.
- Numerical Approximation by Quantization of Control Problems in Finance Under Partial Observations (Q3631192) (← links)
- (Q4350064) (← links)
- Consistency issues for numerical methods for variance control, with applications to optimization in finance (Q4506991) (← links)
- Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities (Q6102949) (← links)
- A fitted finite volume method for stochastic optimal control Problems (Q6335168) (← links)