Kumar Muthuraman, Sunil Kumar. Solving Free-boundary Problems with Applications in Finance. Foundations and Trends in Stochastic Systems, 1(4):259-341, 2008. [doi]
@article{MuthuramanK08, title = {Solving Free-boundary Problems with Applications in Finance}, author = {Kumar Muthuraman and Sunil Kumar}, year = {2008}, doi = {10.1561/0900000006}, url = {http://dx.doi.org/10.1561/0900000006}, researchr = {https://researchr.org/publication/MuthuramanK08}, cites = {0}, citedby = {0}, journal = {Foundations and Trends in Stochastic Systems}, volume = {1}, number = {4}, pages = {259-341}, }