Solving Free-boundary Problems with Applications in Finance

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},
}