A New Stopping Time Model: A Solution to a Free-Boundary Problem-Reference-Cited by-同舟云学术

A New Stopping Time Model: A Solution to a Free-Boundary Problem

Published:2011-07-06 Issue:1 Volume:152 Page:265-270
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Alghalith Moawia

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

http://link.springer.com/content/pdf/10.1007/s10957-011-9887-2.pdf

Reference5 articles.

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3. Epps, T.W.: Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope. Wiley, New Jersey (2010)

4. Focardi, F., Fabozzi, F.: The Mathematics of Financial Modeling and Investment Management. Wiley, New Jersey (2004)

5. Minani, F.: Hausdorff continuous viscosity solutions to Hamilton–Jacobi equations and their numerical analysis. Ph.D. Thesis, Department of Mathematics and Applied Mathematics, University of Pretoria (2007)

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