4. Economy
  5. Quantitative Finance
  6. Computational Finance

David Šiška

Economy – Quantitative Finance – Computational Finance

Scientist

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Error estimates for finite difference approximations of American put option price

Economy – Quantitative Finance – Computational Finance
Scientific paper

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On randomized stopping

Mathematics – Probability
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On the rate of convergence of finite-difference approximations for normalized Bellman equations with Lipschitz coefficients

Mathematics – Optimization and Control
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Profile ID: LFWR-SCP-P-145868

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