Pages that link to "Item:Q2411028"
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The following pages link to A stochastic control problem and related free boundaries in finance (Q2411028):
Displaying 9 items.
- A fully nonlinear free boundary problem for minimizing the ruin probability (Q2188539) (← links)
- Free boundary problem for an optimal investment problem with a borrowing constraint (Q2673401) (← links)
- An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
- Least-squares Monte-Carlo methods for optimal stopping investment under CEV models (Q5139226) (← links)
- Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Optimal expansion of business opportunity (Q6112782) (← links)
- Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)
