scholarly journals On an Approximation Order of the Optimal Stopping Problem for 𝑛-Dimensional Diffusion Processes

2005 ◽  
Vol 12 (4) ◽  
pp. 693-696
Author(s):  
Giorgi Lominashvili
Keyword(s):  
Optimal Stopping ◽  
Diffusion Processes ◽  
Approximation Order ◽  
Optimal Stopping Problem ◽  
Dimensional Diffusion ◽  
Multidimensional Diffusion

Abstract An approximation order of the optimal stopping problem for multidimensional diffusion processes by the corresponding semidiscretization is considered.

Sign in / Sign up

Export Citation Format

Share Document