Numerical Analysis of a Free-Boundary Singular Control Problem in Financial Economics (Classic Reprint) - Hardcover
Synopsis
Excerpt from Numerical Analysis of a Free-Boundary Singular Control Problem in Financial Economics
We consider a frictionless securities market with two long lived and continuously traded securities: a stock and a bond. The stock is risky, pays no dividends, and sells for S (t) at time t. The bond is riskless, does not pay dividend, and sells for B(t) e at time t, where r is the constant riskless interest rate.
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Numerical Analysis of a FreeBoundary Singular Control Problem in Financial Economics Classic Reprint
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # LX-9780656034468
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Numerical Analysis of a FreeBoundary Singular Control Problem in Financial Economics Classic Reprint
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 5 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # LX-9780656034468