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Oberman, Adam - Department of Mathematics, Simon Fraser University
WIDE STENCIL FINITE DIFFERENCE SCHEMES FOR THE ELLIPTIC MONGE-AMP`ERE EQUATION AND FUNCTIONS OF
THE DIRICHLET PROBLEM FOR THE CONVEX ENVELOPE LUIS SILVESTRE AND ADAM M. OBERMAN
SIAM J. NUMER. ANAL. c 2006 Society for Industrial and Applied Mathematics Vol. 44, No. 2, pp. 879895
October 18, 2007 19:18 WSPC/INSTRUCTION FILE ConvexEnvelopeNumericsM3AS
MAXIMUM NORM ERROR ESTIMATES FOR DIFFERENCE SCHEMES FOR FULLY NONLINEAR PARABOLIC EQUATIONS
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
MATHEMATICS OF COMPUTATION S 0025-5718(04)01688-6
Digital Object Identifier (DOI) 10.1007/s00211-004-0566-1 Numer. Math. (2004) 99: 365379
COMPUTING THE EFFECTIVE HAMILTONIAN USING A VARIATIONAL APPROACH
Pricing early exercise contracts in incomplete A. Oberman and T. Zariphopoulou
Arch. Rational Mech. Anal. 154 (2000) 5391 Digital Object Identifier (DOI) 10.1007/s002050000090
AN EXPLICIT SOLUTION OF THE LIPSCHITZ EXTENSION ADAM M. OBERMAN
