مرکز منطقه ای اطلاع رساني علوم و فناوري - Numerical analysis of a free-boundary singular control problem in financial economics

Title of article :

Numerical analysis of a free-boundary singular control problem in financial economics

Author/Authors :

Ayman Hindy، نويسنده , , Chi-fu Huang، نويسنده , , Steven H. Zhu، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

297

To page :

327

Keywords :

Markov chains , Variational inequality , Viscosity solution

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

1997

Journal title :

Journal of Economic Dynamics and Control

Record number :

237426

Link To Document :