A stochastic control problem and related free boundaries in finance (Q2411028)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic control problem and related free boundaries in finance |
scientific article |
Statements
A stochastic control problem and related free boundaries in finance (English)
0 references
20 October 2017
0 references
parabolic variational inequality
0 references
free boundary
0 references
nonsmooth utility
0 references
optimal stopping
0 references
dual transformation
0 references
0 references
0 references
0 references
0 references
