Work

Numerical Approximations for Stochastic Differential Games

Year: 2002

Type: article

Source: SIAM Journal on Control and Optimization

DOI: 10.1137/s0363012901389457

Author: Harold J. Kushner

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2008014666

FWCI: 2.19

Cites: 40

Cited by: 53

Related to: 10