Error estimates for stochastic differential game: the adverse stopping case - ENSTA Paris - École nationale supérieure de techniques avancées Paris
Article Dans Une Revue IMA Journal of Numerical Analysis Année : 2006

Error estimates for stochastic differential game: the adverse stopping case

Dates et versions

hal-00979003 , version 1 (15-04-2014)

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Frédéric Bonnans, Stefania Maroso, Hasnaa Zidani. Error estimates for stochastic differential game: the adverse stopping case. IMA Journal of Numerical Analysis, 2006, 28, pp.188-212. ⟨10.1093/imanum/dri034⟩. ⟨hal-00979003⟩

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