Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory.
Maya BrianiClaudia La ChiomaRoberto NataliniPublished in: Numerische Mathematik (2004)
Keyphrases
- benchmark problems
- similar problems
- practical solutions
- global minima
- computational model
- efficient solutions
- genetic algorithm
- mathematical tools
- iterative algorithms
- solving problems
- combinatorial problems
- test problems
- optimal solution
- problems involving
- solution space
- field of view
- approximate solutions
- search methods
- decision problems
- specific problems
- np complete
- optimal or near optimal
- optimization problems
- data mining