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Finite approximation schemes for Lévy processes, and their application to optimal stopping problems

✍ Scribed by Alex Szimayer; Ross A. Maller

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the Approximation of Optimal Stopping

✍ Marcozzi, Michael D. 📂 Article 📅 2001 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 268 KB

A Variational Approach to Optimal Stoppi

✍ Arkin, V. I.; Slastnikov, A. D. 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 213 KB

Existence and approximation results for

✍ P. Le Tallec 📂 Article 📅 1982 🏛 Springer-Verlag 🌐 English ⚖ 731 KB

Approximation algorithms for general pac

✍ Klaus Jansen; Hu Zhang 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 264 KB

Successive approximation method for non-

✍ Hussein Jaddu; Milan Vlach 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 192 KB

Optimal stopping times for solutions of

✍ Yu. S. Mishura; Ya. O. Ol'tsik 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 308 KB