Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems

Jingtang Ma, Jie Xing, Harry Zheng. Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems. SIAM J. Control and Optimization, 57(3):2092-2121, 2019. [doi]

Authors

Jingtang Ma

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Jie Xing

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Harry Zheng

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