A stochastic control problem and related free boundaries in finance
Pages: 563  584,
Issue 4,
December
2017
doi:10.3934/mcrf.2017021 Abstract
References
Full text (452.1K)
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Chonghu Guan  School of Mathematics, Jiaying University, Meizhou 514015, China (email)
Xun Li  Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China (email)
Zuo Quan Xu  Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, China (email)
Fahuai Yi  School of Finance, Guangdong University of Foreign Studies, Guangzhou 510006, China (email)
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