Numerical Approximation for a Superreplication Problem under Gamma Constraints. - Olivier Bokanowski; Benjamin Bruder; Stefania Maroso; Hasnaa Zidani (SIAM J. Numer. Anal., 2009)

Some Convergence Results for Howard's Algorithm. - Olivier Bokanowski; Stefania Maroso; Hasnaa Zidani (SIAM J. Numer. Anal., 2009)