Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296)
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scientific article; zbMATH DE number 7138432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of an optimal stopping problem arising from hedge fund investing |
scientific article; zbMATH DE number 7138432 |
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Analysis of an optimal stopping problem arising from hedge fund investing (English)
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28 November 2019
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optimal stopping
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free boundary problems
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mathematical finance
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variational inequalities
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Stefan problem
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