Solution of a two-dimensional stochastic investment problem (Q1294193)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Solution of a two-dimensional stochastic investment problem |
scientific article; zbMATH DE number 1311021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of a two-dimensional stochastic investment problem |
scientific article; zbMATH DE number 1311021 |
Statements
Solution of a two-dimensional stochastic investment problem (English)
0 references
29 June 1999
0 references
stochastic differential equation
0 references
finite difference method
0 references
0.87879634
0 references
0.87693685
0 references
0.8730517
0 references
0.8697526
0 references
0.86221176
0 references
0 references
