Error estimation and adaptive discretization for the discrete stochastic Hamilton?Jacobi?Bellman equation
Work
Year: 2004
Type: article
Source: Numerische Mathematik
Author Lars Gr�ne
Institution University of Bayreuth
Cites: 45
Cited by: 33
Related to: 10
FWCI: 3.654
Citation percentile (by year/subfield): 84.48
Subfield: Finance
Domain: Social Sciences
Open Access status: closed