On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics
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Publication:2706472
DOI10.1137/S1064827599364647zbMath0980.60047OpenAlexW2013657345MaRDI QIDQ2706472
Publication date: 19 March 2001
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1064827599364647
Degenerate parabolic equations (35K65) Stopping times; optimal stopping problems; gambling theory (60G40)
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