A double obstacle problem in an optimal investment problem (Q6097533)

From MaRDI portal
scientific article; zbMATH DE number 7692897
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    0 references
    5 June 2023
    0 references
    obstacle problem
    0 references
    double obstacle problem
    0 references
    free boundary problem
    0 references
    optimal investment problem
    0 references
    CEV model
    0 references

    Identifiers