If the questions was closed for lack of context (or "lack of shown effort", although this is not an official name for a close reason), then I think it should not have been closed in this case. The problem is simply that the users who voted to close did not notice the self-answer. (It is especially easy to miss when voting from the review queue.)
In my opinion, the best thing would be if the OP adds to their question something like:
- I will post my own solution as an answer. I am interested to see whether there are some other solutions.
- I will post my own solution as an answer. I would be glad if somebody can tell me whether my approach is correct.
In the second case, tagging the question solution-verification or proof-verification would be appropriate. It is worth mentioning that some users recommend self-answer as the ideal way to ask this type of questions. Although there is no clear consensus about this.
If the user does this already when posting the questions, it might help to prevent the post from being closed for the lack of context. Of course, it will still be closed if there are some other issues with the post.
It can help even if the OP does this now. (Or even somebody else, if the OP's intentions are clear from the comments.) The first edit after a question was put on hold moves the question into reopen review queue.
If this does not help either, the either the OP or somebody else can ask in the designated thread. (But this should be done only if the review queue does not work.) Here is the link to the current version: http://meta.math.stackexchange.com/questions/19042/requests-for-reopen-undeletion-votes-etc-volume-01-2015-current-versio Asking in this chat room, (which was created specifically for issues related to closing, reopening, deleting, undeleting) might also be an option.
I will add that similar problems have also been recently discussed in comments to this question: http://meta.math.stackexchange.com/questions/21537/do-proof-verification-questions-fit-the-website-evade-duplicate-tag-sometimes