Monte Carlo Scheme for a Singular Control Problem: Investment-Consumption under Proportional Transaction Costs
Nowadays free boundary problems are considered as one of the most important directions in the mainstream of partial differential equations (PDEs) analysis, with an abundance of applications in various sciences and real world problems. Free boundary problems on finance have been ext...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_FALL2017_Tsai_fsu_0071E_14174 |