A variational inequality approach to financial valuation of retirement benefits based on salary

DOI10.1007/s007800100059zbMath1029.91027OpenAlexW2032972744MaRDI QIDQ1409830

Avner Friedman, Weixi Shen

Publication date: 22 October 2003

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800100059

zbMATH Keywords

stochastic differential equationsfree boundaryoptimal time

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Free boundary problems for PDEs (35R35)

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