scientific article; zbMATH DE number 6870478
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Publication:4641841
zbMath1390.91322MaRDI QIDQ4641841
M. Bouras Ch., Sofiane Madi, Mohamed Haiour
Publication date: 18 May 2018
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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 and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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