Numerical analysis of a free-boundary singular control problem in financial economics (Q673248): Difference between revisions

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Latest revision as of 11:24, 27 May 2024

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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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