Pages that link to "Item:Q2481387"
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The following pages link to On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387):
Displaying 7 items.
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
- On the approximation of optimal stopping problems with application to financial mathematics (Q2706472) (← links)
- (Q4352615) (← links)
- Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926) (← links)
- Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)