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scientific article; zbMATH DE number 5584554 - MaRDI portal

scientific article; zbMATH DE number 5584554

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Publication:5320153

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zbMATH Open1174.91455MaRDI QIDQ5320153

Baojun Bian, Jie Chen, Yang Wang

Publication date: 22 July 2009

Title of this publication is not available (Why is that?)

zbMATH Keywords

Hamilton-Jacobi-Bellman equation uniqueness convexity numerical analysis financial product

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80)

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