Search Results

• Wong–Zakai Approximations of Stochastic Allen–Cahn Equation

  Zhihui Liu, Zhonghua Qiao

  2019-08-09

  42727 2808 Pages:681-694

• Partially Observable Stochastic Optimal Control

  Guangchen Wang, Jie Xiong, Shuaiqi Zhang

  2016-07-03

  32134 2753 Pages:493-512

• Reduced Approach for Stochastic Optimal Control Problems

  Liuhong Chen, Meixin Xiong, Ju Ming

  2022-09-27

  42041 2971 Pages:237-254

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In't Hout, S. Foulon

  2010-07-01

  35277 2889 Pages:303-320

• A Semi Discrete Model for Mortgage Valuation and Its Computation by an Adaptive Finite Element Method

  Dejun Xie, Shangyou Zhang

  2016-11-08

  32359 2787 Pages:831-851

• Maxwell Solutions in Media with Multiple Random Interfaces

  C.-Y. Jung, B. Kwon, A. Mahalov, T. B. Nguyen

  2021-10-20

  34212 3965 Pages:193-212