Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242)
From MaRDI portal
scientific article; zbMATH DE number 6976838
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for dynamic Bertrand oligopoly and American options under regime switching |
scientific article; zbMATH DE number 6976838 |
Statements
Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (English)
0 references
13 November 2018
0 references
Bertrand oligopoly
0 references
American options
0 references
regime switching
0 references
systems of HJB and HJBI PDEs
0 references
monotone scheme
0 references
multigrid methods
0 references
jump in control
0 references
0 references
0 references
0 references
0 references
0 references
