Pages that link to "Item:Q5031703"
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The following pages link to Efficient finite difference method for optimal portfolio in a power utility regime-switching model (Q5031703):
Displaying 3 items.
- A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. (Q507925) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- Numerical method for optimal portfolio in an exponential utility regime-switching model (Q5030573) (← links)