Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions

Numerische Mathematik

Volumn 110, Issue 2, 2008, Pages 221-255

  Jakobsen, Espen R ^a   Karlsen, Kenneth H ^b   La Chioma, Claudia ^c  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^b UNIVERSITY OF OSLO   (Norway)

^c Capitalia Linea Finanza Prodotti e Canali   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 48349105785     PISSN: 0029599X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00211-008-0160-z     Document Type: Article

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