"Maximal Use of Central Differencing for Hamilton-Jacobi-Bellman PDEs in ..."

Jian Wang, Peter A. Forsyth (2008)

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DOI: 10.1137/060675186

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type: Journal Article

metadata version: 2023-04-20

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Jian Wang, Peter A. Forsyth:
Maximal Use of Central Differencing for Hamilton-Jacobi-Bellman PDEs in Finance. SIAM J. Numer. Anal. 46(3): 1580-1601 (2008)

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