On the approximation of optimal stopping problems with application to financial mathematics (Q2706472)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximation of optimal stopping problems with application to financial mathematics |
scientific article |
Statements
19 March 2001
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optimal stopping
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variational inequalities
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mathematical finance
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option pricing
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On the approximation of optimal stopping problems with application to financial mathematics (English)
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