"A Free Boundary Problem of Liquidity Management for Optimal Dividend and ..."

Xiaoshan Chen, Chonghu Guan, Fahuai Yi (2021)

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DOI: 10.1137/20M1329949

access: closed

type: Journal Article

metadata version: 2021-10-05

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Xiaoshan Chen, Chonghu Guan, Fahuai Yi:
A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon. SIAM J. Control. Optim. 59(4): 2524-2545 (2021)

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