A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon
DOI10.1137/20M1329949zbMATH Open1478.60131OpenAlexW3177898727MaRDI QIDQ5000635FDOQ5000635
Chonghu Guan, Xiao Shan Chen, Fahuai Yi
Publication date: 15 July 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1329949
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