A stochastic control problem and related free boundaries in finance (Q2411028)
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scientific article; zbMATH DE number 6793993
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| English | A stochastic control problem and related free boundaries in finance |
scientific article; zbMATH DE number 6793993 |
Statements
A stochastic control problem and related free boundaries in finance (English)
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20 October 2017
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parabolic variational inequality
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free boundary
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nonsmooth utility
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optimal stopping
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dual transformation
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0.9336176
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0.9266992
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0.91584885
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0.9138986
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