"An algorithm based on an iterative optimal stopping method for Feller ..."

Suhang Dai, Olivier Menoukeu Pamen (2023)

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DOI: 10.1016/J.CAM.2022.114864

access: open

type: Journal Article

metadata version: 2024-03-08

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Suhang Dai, Olivier Menoukeu Pamen:
An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems. J. Comput. Appl. Math. 421: 114864 (2023)

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