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Property / author: Fa-huai Yi / rank
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Latest revision as of 13:51, 14 July 2024

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A stochastic control problem and related free boundaries in finance
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    A stochastic control problem and related free boundaries in finance (English)
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    20 October 2017
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    parabolic variational inequality
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    free boundary
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    nonsmooth utility
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    optimal stopping
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    dual transformation
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