scientific article; zbMATH DE number 7033538
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Publication:4627085
zbMath1412.91237MaRDI QIDQ4627085
A. El Hajaji, Khalid Hilal, El Bekkaye Mermri, Abdelhafid Serghini
Publication date: 7 March 2019
Full work available at URL: http://www.spm.uem.br/bspm/pdf/vol32-2/Art15-2.pdf
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Numerical methods (including Monte Carlo methods) (91G60) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
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Cites Work
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