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zbMath1199.91187MaRDI QIDQ3640888

Kun Ma, Zheng-You Zhu

Publication date: 11 November 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

variational inequality transaction costs free boundary

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Numerical optimization and variational techniques (65K10) Portfolio theory (91G10)

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