Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781)
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scientific article; zbMATH DE number 6848604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance |
scientific article; zbMATH DE number 6848604 |
Statements
Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (English)
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9 March 2018
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economic decision-making
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variational inequalities
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optimal stopping problems
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multi-scale volatility
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