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Finite difference approximation for stochastic optimal stopping problems with delays
1. | Mathematics Division, U. S. Army Research Office, P. O. Box 12211, RTP, NC 27709, United States |
2. | Department of Mathematics and Center for Research in Scientific Computation, North Carolina State University, Raleigh, NC 27695-8205, United States |
3. | Department of Mathematics, Towson University, 7800 York Road, Room 316, Towson, MD 21252-0001, United States |
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2019 Impact Factor: 1.366
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