Solving Free-boundary Problems with Applications in Finance
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Publication:3530805
DOI10.1561/0900000006zbMATH Open1156.91021OpenAlexW1997205225MaRDI QIDQ3530805FDOQ3530805
Authors: Kumar Muthuraman, Sunil Kumar 
Publication date: 20 October 2008
Published in: Foundations and Trends® in Stochastic Systems (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/02863afffe5450143aad37436fbb8aa5c6de13d0
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Cited In (13)
- An approximate moving boundary method for American option pricing
- Optimal investment, stochastic labor income and retirement
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- Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects
- New method to solve free boundary
- A non-local free boundary problem arising in a theory of financial bubbles
- Free Boundary Problems in Mathematical Finance
- Solving impulse-control problems with control delays
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- Numerical computing for a class of free multipoint boundary value problem of O.D.E in the intervention of exchange rate
- An improved Barone-Adesi Whaley formula for turbulent markets
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