Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory. - Maya Briani; Claudia La Chioma; Roberto Natalini (Numerische Mathematik, 2004)

Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions. - Espen R. Jakobsen; Kenneth H. Karlsen; Claudia La Chioma (Numerische Mathematik, 2008)