Ecole Nationale d'Ingénieurs de Tunis (ENIT)
Optimal Liquidation, Impulse Control Problem, Quasi-Variational Inequality, Explicit Backward Scheme, Quantization Method, Viscosity Solutions
Stochastic Impulse Game, Nonzero-Sum Game, Nash Equilibrium, Policy Iteration, Howard’s Algorithm, Quasi-Variational Inequality, Stochastic Impulse Control
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stochastic control, path-dependent viscosity solutions, numerical scheme, variational inequalities, American option
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