On the free boundary of an annuity purchase
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Publication:1711720
DOI10.1007/s00780-018-00379-8zbMath1428.91015arXiv1707.09494OpenAlexW2739959273WikidataQ61821195 ScholiaQ61821195MaRDI QIDQ1711720
Gabriele Stabile, Tiziano De Angelis
Publication date: 18 January 2019
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.09494
Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Free boundary problems for PDEs (35R35) Actuarial mathematics (91G05)
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