OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2010.00456.x/fullpdf
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3. Esitmates on the Support of Solutions of Parabolic Variational Inequalities;Brezis;Illinois J. Math.,1976
4. User’s Guide to Viscosity Solutions of Second Order Partial Differential Equations;Crandall;Bull. Am. Math. Soc.,1992
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