Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216)
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scientific article; zbMATH DE number 7100176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems |
scientific article; zbMATH DE number 7100176 |
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Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (English)
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30 August 2019
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optimal investment stopping problem
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dual control method
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free boundary
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global closed-form approximation
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