Solving Free-boundary Problems with Applications in Finance (Q3530805)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Free-boundary Problems with Applications in Finance |
scientific article |
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Solving Free-boundary Problems with Applications in Finance (English)
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20 October 2008
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stochastic control
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free-boundary
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portfolio optimization
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american options
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