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]
@article{MaXZ19,
title = {Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems},
author = {Jingtang Ma and Jie Xing and Harry Zheng},
year = {2019},
doi = {10.1137/18M1184850},
url = {https://doi.org/10.1137/18M1184850},
researchr = {https://researchr.org/publication/MaXZ19},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {57},
number = {3},
pages = {2092-2121},
}