Pages that link to "Item:Q2420098"
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The following pages link to Positivity preserving numerical method for optimal portfolio in a power utility two-dimensional regime-switching model (Q2420098):
Displaying 4 items.
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- Qualitative properties of discrete nonlinear parabolic operators (Q2334056) (← links)
- Numerical method for optimal portfolio in an exponential utility regime-switching model (Q5030573) (← links)
- Efficient finite difference method for optimal portfolio in a power utility regime-switching model (Q5031703) (← links)