Numerical analysis of a free-boundary singular control problem in financial economics (Q673248): Difference between revisions
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Revision as of 01:56, 5 March 2024
scientific article
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English | Numerical analysis of a free-boundary singular control problem in financial economics |
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Numerical analysis of a free-boundary singular control problem in financial economics (English)
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28 February 1997
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variational inequality
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viscosity solution
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Markov chains
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