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path dependent PDE
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Jianfeng Zhang
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Journal of financial engineering
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Dynamic set values for nonzero-sum games with multiple equilibriums
Feinstein, Zachary
;
Rudloff, Birgit
;
Jianfeng Zhang
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 616-642
Persistent link: https://www.econbiz.de/10013364926
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Monotone schemes for fully nonlinear parabolic path dependent PDEs
Jianfeng Zhang
;
Zhuo, Jia
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010508106
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