Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems - MaRDI portal

Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216)

From MaRDI portal
scientific article; zbMATH DE number 7100176
Language Label Description Also known as
English
Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems
scientific article; zbMATH DE number 7100176

    Statements

    title
    Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (English)
    0 references
    author
    Jingtang Ma
    0 references
    Jie Xing
    0 references
    Harry Zheng
    0 references
    publication date
    30 August 2019
    0 references
    zbMATH Keywords
    optimal investment stopping problem
    0 references
    dual control method
    0 references
    free boundary
    0 references
    global closed-form approximation
    0 references

    Identifiers

    DOI
    10.1137/18M1184850
    0 references
    zbMATH DE Number
    7100176
    0 references
    arXiv ID
    1810.09397
    0 references
    Wikidata QID
    Q127679285
    0 references
    OpenAlex ID
    W2896270898
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5232216&oldid=37360459"
    Powered by MediaWiki