On the Approximation of Infinite Dimensional Optimal Stopping Problems with Application to Mathematical Finance.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/jscic/Marcozzi08
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2008
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On the Approximation of Infinite Dimensional Optimal Stopping Problems with Application to Mathematical Finance.
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3
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287-307
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dc:
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Infinite dimensional diffusion; Optimal stopping; Variational methods; Mathematical finance; Finite element method
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On the Approximation of Infinite Dimensional Optimal Stopping Problems with Application to Mathematical Finance.
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