Fabre, Emilie; Royer, Guillaume; Touzi, Nizar Liquidation of an indivisible asset with independent investment. (English) Zbl 1403.91340 Math. Finance 28, No. 1, 153-176 (2018). MSC: 91G20 60G40 93E20 60H10 49L25 PDFBibTeX XMLCite \textit{E. Fabre} et al., Math. Finance 28, No. 1, 153--176 (2018; Zbl 1403.91340) Full Text: DOI arXiv
Guerra, Manuel; Nunes, Cláudia; Oliveira, Carlos Exit option for a class of profit functions. (English) Zbl 1395.49022 Int. J. Comput. Math. 94, No. 11, 2178-2193 (2017). MSC: 49L20 60G40 65L10 PDFBibTeX XMLCite \textit{M. Guerra} et al., Int. J. Comput. Math. 94, No. 11, 2178--2193 (2017; Zbl 1395.49022) Full Text: DOI
Liu, Changchun; Wang, Zhao Optimal control for a sixth order nonlinear parabolic equation. (English) Zbl 1305.49006 Math. Methods Appl. Sci. 38, No. 2, 247-262 (2015). MSC: 49J20 49K20 35K25 PDFBibTeX XMLCite \textit{C. Liu} and \textit{Z. Wang}, Math. Methods Appl. Sci. 38, No. 2, 247--262 (2015; Zbl 1305.49006) Full Text: DOI
Lai, Tze Leung; Lim, Tiong Wee Optimal stopping for Brownian motion with applications to sequential analysis and option pricing. (English) Zbl 1085.62096 J. Stat. Plann. Inference 130, No. 1-2, 21-47 (2005). MSC: 62L15 62L10 62M02 62P05 62C10 49J20 91G20 PDFBibTeX XMLCite \textit{T. L. Lai} and \textit{T. W. Lim}, J. Stat. Plann. Inference 130, No. 1--2, 21--47 (2005; Zbl 1085.62096) Full Text: DOI