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A Bellman approach for two-domains optimal control problems in ℝN∗
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- Journal:
- ESAIM: Control, Optimisation and Calculus of Variations / Volume 19 / Issue 3 / July 2013
- Published online by Cambridge University Press:
- 03 June 2013, pp. 710-739
- Print publication:
- July 2013
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- Article
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Convergence of Numerical Schemes for Degenerate Parabolic Equations Arising in Finance Theory
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- Book:
- Numerical Methods in Finance
- Published online:
- 05 June 2012
- Print publication:
- 26 June 1997, pp 1-21
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- Chapter
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