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scientific article; zbMATH DE number 2067164 - MaRDI portal

scientific article; zbMATH DE number 2067164

From MaRDI portal
Publication:4464066

zbMath1056.35080MaRDI QIDQ4464066

Guanglie Wang, Song Zhe Lian

Publication date: 27 May 2004


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

utility functionoptimal portfoliooptimal investment


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


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An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance




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