Numerical analysis of a free-boundary singular control problem in financial economics (Q673248)
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scientific article; zbMATH DE number 985463
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| English | Numerical analysis of a free-boundary singular control problem in financial economics |
scientific article; zbMATH DE number 985463 |
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Numerical analysis of a free-boundary singular control problem in financial economics (English)
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28 February 1997
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variational inequality
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viscosity solution
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Markov chains
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0.8530733585357666
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0.844409704208374
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