Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs
2009 ◽
Vol 48
(3)
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pp. 1831-1857
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Keyword(s):
2015 ◽
Vol 125
(2)
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pp. 739-758
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2015 ◽
Vol 45
(5)
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pp. 593-610
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2019 ◽
Vol 12
(2)
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pp. 566-593
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2013 ◽
Vol 53
(3)
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pp. 733-746
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