On a free boundary problem for an optimal investment problem with different interest rates (Q1984699)
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scientific article; zbMATH DE number 7186965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a free boundary problem for an optimal investment problem with different interest rates |
scientific article; zbMATH DE number 7186965 |
Statements
On a free boundary problem for an optimal investment problem with different interest rates (English)
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7 April 2020
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fully nonlinear equation
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free boundary lines
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stochastic optimal control
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optimal investment
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different interest rates
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