A Stefan-type stochastic moving boundary problem

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Martin Keller-Ressel - (Author)
  • Marvin Müller - (Author)

Details

Original languageEnglish
JournalStochastics and Partial Differential Equations: Analysis and Computations
Issue number4
Publication statusPublished - 2016
Peer-reviewedYes

External IDs

Scopus 85033724678

Keywords

Keywords

  • stochastic partial differential equation, Stefan problem, order book, financial mathematics