Solving Free-boundary Problems with Applications in Finance (Q3530805)
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scientific article; zbMATH DE number 5354494
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Solving Free-boundary Problems with Applications in Finance |
scientific article; zbMATH DE number 5354494 |
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Solving Free-boundary Problems with Applications in Finance (English)
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20 October 2008
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stochastic control
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free-boundary
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portfolio optimization
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american options
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0.94136953
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0.8787543
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0.87758225
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0.8772703
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0.8740175
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