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Mathematical Models in Finance || On a Free Boundary Problem that Arises in Portfolio Management

✍ Scribed by Stanley R. Pliska and Michael J. P. Selby

Book ID
121213495
Publisher
The Royal Society
Year
1994
Tongue
English
Weight
189 KB
Volume
347
Category
Article
ISSN
0264-3952

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πŸ“œ SIMILAR VOLUMES

On a free-boundary problem arising in th
On a free-boundary problem arising in the study of flame propagation
✍ Bui An Ton πŸ“‚ Article πŸ“… 1992 πŸ› John Wiley and Sons 🌐 English βš– 530 KB

## Abstract The existence of a weak solution of a two‐dimensional non‐stationary free‐boundary problem related to flame propagation is established. The main feature of the problem is that the nonlinear coupling of the two parabolic equations occur on the free boundary and has exponential growth.