A Free Boundary Problem Arising from a Stochastic Optimal...

Stochastic Analysis and Applications 2014 / 09 Vol. 32; Iss. 5

A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate

Guan, Chonghu, Yi, Fahuai
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Volume:
32
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2014.922778
Date:
September, 2014
File:
PDF, 222 KB
english, 2014
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