Pages that link to "Item:Q2874280"

The following pages link to A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (Q2874280):

Displaying 8 items.

• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
• Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594) (← links)
• Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
• Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574) (← links)
• On splitting-based numerical methods for nonlinear models of European options (Q5739578) (← links)