Pages that link to "Item:Q2411028"

The following pages link to A stochastic control problem and related free boundaries in finance (Q2411028):

Displaying 7 items.

• A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
• Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
• An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
• Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
• Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216) (← links)
• Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
• Optimal expansion of business opportunity (Q6112782) (← links)