Numerical schemes for investment models with singular transactions
type: Item
instance of: scholarly article
title: Numerical schemes for investment models with singular transactions
zbMATH Open document ID: 0824.90033
DOI: 10.1007/BF01299457
author: Agnès Tourin
author: Thaleia Zariphopoulou
published in: Computational Economics
publication date: 1995-05-23T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 49L25
zbMATH DE Number: 758113
zbMATH Keywords: infinite horizon investment-consumption model
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 758113