Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296)
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scientific article; zbMATH DE number 7138432
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| English | Analysis of an optimal stopping problem arising from hedge fund investing |
scientific article; zbMATH DE number 7138432 |
Statements
Analysis of an optimal stopping problem arising from hedge fund investing (English)
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28 November 2019
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optimal stopping
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free boundary problems
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mathematical finance
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variational inequalities
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Stefan problem
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0.8482669591903687
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0.7771841883659363
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0.7690134644508362
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0.7603232264518738
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0.7512400150299072
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