On a free boundary problem that arises in portfolio management
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Publication:4698072
DOI10.1098/rsta.1994.0065zbMath0822.90011OpenAlexW2021491248MaRDI QIDQ4698072
Stanley R. Pliska, M. J. P. Selby
Publication date: 14 May 1995
Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.1994.0065
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