Optimal investment with stopping in finite horizon
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Publication:2405721
DOI10.1186/1029-242X-2014-432WikidataQ59324516 ScholiaQ59324516MaRDI QIDQ2405721
Xun Li, Xiongfei Jian, Fa-huai Yi
Publication date: 26 September 2017
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.6940
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Related Items (5)
A stochastic control problem and related free boundaries in finance ⋮ Optimal expansion of business opportunity ⋮ An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon ⋮ Least-squares Monte-Carlo methods for optimal stopping investment under CEV models ⋮ Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems
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