Optimal investment with stopping in finite horizon (Q2405721)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with stopping in finite horizon |
scientific article |
Statements
Optimal investment with stopping in finite horizon (English)
0 references
26 September 2017
0 references
optimal investment
0 references
optimal stopping
0 references
dual transformation
0 references
free boundary
0 references
0 references
0 references
0 references
0 references
