Two free boundary problems in optimal investment

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Main Author:	ZHONG YIFEI
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Optimal stopping, Singular control, Penalty Method
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/16650
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Institution:	National University of Singapore
Language:	English

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spelling	sg-nus-scholar.10635-166502017-10-21T06:02:59Z Two free boundary problems in optimal investment ZHONG YIFEI MATHEMATICS DAI MIN Optimal stopping, Singular control, Penalty Method Master's MASTER OF SCIENCE 2010-04-08T11:07:30Z 2010-04-08T11:07:30Z 2009-02-12 Thesis ZHONG YIFEI (2009-02-12). Two free boundary problems in optimal investment. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/16650 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Optimal stopping, Singular control, Penalty Method
spellingShingle	Optimal stopping, Singular control, Penalty Method ZHONG YIFEI Two free boundary problems in optimal investment
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS ZHONG YIFEI
format	Theses and Dissertations
author	ZHONG YIFEI
author_sort	ZHONG YIFEI
title	Two free boundary problems in optimal investment
title_short	Two free boundary problems in optimal investment
title_full	Two free boundary problems in optimal investment
title_fullStr	Two free boundary problems in optimal investment
title_full_unstemmed	Two free boundary problems in optimal investment
title_sort	two free boundary problems in optimal investment
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/16650
_version_	1681079398474711040

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