"A finite difference scheme for variational inequalities arising in ..."

Hidekazu Yoshioka, Yuta Yaegashi (2019)

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DOI: 10.1016/J.MATCOM.2018.06.013

access: closed

type: Journal Article

metadata version: 2020-03-04

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Hidekazu Yoshioka, Yuta Yaegashi:
A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables. Math. Comput. Simul. 156: 40-66 (2019)

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