Numerical schemes for investment models with singular transactions (Q1890892)
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scientific article; zbMATH DE number 758113
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical schemes for investment models with singular transactions |
scientific article; zbMATH DE number 758113 |
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Numerical schemes for investment models with singular transactions (English)
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23 May 1995
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infinite horizon investment-consumption model
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Hamilton-Jacobi-Bellman equation
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