Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps
Crossref DOI link: https://doi.org/10.1007/s00245-019-09591-0
Published Online: 2019-07-05
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dumitrescu, Roxana
Reisinger, Christoph
Zhang, Yufei
Funding for this research was provided by:
University of Oxford
Text and Data Mining valid from 2019-07-05
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Article History
First Online: 5 July 2019