"Error estimates for approximate solutions to Bellman equations associated ..."

Espen R. Jakobsen, Kenneth H. Karlsen, Claudia La Chioma (2008)

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DOI: 10.1007/S00211-008-0160-Z

access: closed

type: Journal Article

metadata version: 2020-12-29

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Espen R. Jakobsen, Kenneth H. Karlsen, Claudia La Chioma:
Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions. Numerische Mathematik 110(2): 221-255 (2008)

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