Pages that link to "Item:Q2192989"
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The following pages link to A power penalty method for discrete HJB equations (Q2192989):
Displaying 6 items.
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Solution method for discrete double obstacle problems based on a power penalty approach (Q2076391) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- Entropy penalization methods for Hamilton-Jacobi equations (Q2381959) (← links)
- Penalty methods for the solution of discrete HJB equations -- continuous control and obstacle problems (Q2903003) (← links)
- (Q4927899) (← links)