Mathematical Control and Related Fields (MCRF)

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)           Related Articles

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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