✦ LIBER ✦

Solving optimal stopping problems of linear diffusions by applying convolution approximations

✍ Scribed by Luis H. R. Alvarez

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An approximate method of solving the lin

✍ V.A. Sokol; N.T. Tynyanskii 📂 Article 📅 1980 🏛 Elsevier Science ⚖ 753 KB

Optimal approximation of elliptic proble

✍ Stephan Dahlke; Erich Novak; Winfried Sickel 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 261 KB

Optimal approximation of elliptic proble

✍ Stephan Dahlke; Erich Novak; Winfried Sickel 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 371 KB

A numerical method of solving a linear t

✍ A.A. Belolipetskii 📂 Article 📅 1977 🏛 Elsevier Science ⚖ 429 KB

Solution of linear two-point boundary va

✍ Mohsen Razzaghi; Mehdi Razzaghi 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 406 KB

Solving stochastic structural optimizati

✍ Kurt Marti 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 847 KB