A double obstacle problem in an optimal investment problem (Q6097533)
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scientific article; zbMATH DE number 7692897
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A double obstacle problem in an optimal investment problem |
scientific article; zbMATH DE number 7692897 |
Statements
A double obstacle problem in an optimal investment problem (English)
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5 June 2023
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obstacle problem
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double obstacle problem
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free boundary problem
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optimal investment problem
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CEV model
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0.8609058260917664
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0.8509039282798767
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0.8141363263130188
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0.7703661322593689
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