A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon (Q5000635)
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scientific article; zbMATH DE number 7371732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon |
scientific article; zbMATH DE number 7371732 |
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A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon (English)
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15 July 2021
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Barenblatt equation
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gradient constraint
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free boundary
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stochastic control
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