COMBINED FIXED POINT AND POLICY ITERATION FOR HAMILTON-JACOBI-BELLMAN EQUATIONS IN FINANCE.
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| Title: | COMBINED FIXED POINT AND POLICY ITERATION FOR HAMILTON-JACOBI-BELLMAN EQUATIONS IN FINANCE. |
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| Authors: | HUANG, Y.1, yqhuang@ecemail.uwaterloo.ca, FORSYTH, P. A.2, paforsyt@uwaterloo.ca, LABAHN, G.2, glabahn@uwaterloo.ca |
| Source: | SIAM Journal on Numerical Analysis; 2012, Vol. 50 Issue 4, p1861-1882, 22p |
| Database: | Applied Science & Technology Source |
| ISSN: | 00361429 |
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| DOI: | 10.1137/100812641 |
