Free Boundary Problems in Mathematical Finance
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Publication:3618168
DOI10.1007/978-3-540-71992-2_109zbMath1284.91597OpenAlexW232524230MaRDI QIDQ3618168
Publication date: 31 March 2009
Published in: Progress in Industrial Mathematics at ECMI 2006 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71992-2_109
Financial applications of other theories (91G80) Free boundary problems for PDEs (35R35) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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