Numerical analysis of a free-boundary singular control problem in financial economics (Q673248)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical analysis of a free-boundary singular control problem in financial economics |
scientific article |
Statements
Numerical analysis of a free-boundary singular control problem in financial economics (English)
0 references
28 February 1997
0 references
variational inequality
0 references
viscosity solution
0 references
Markov chains
0 references
0 references
0 references
