Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: SPDE / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1002/mma.4060 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2470962121 / rank | |||
Normal rank | |||
Latest revision as of 22:53, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model |
scientific article |
Statements
Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (English)
0 references
20 April 2017
0 references
invariant approach
0 references
Lie symmetry
0 references
investment-consumption problem
0 references
CEV model
0 references
fundamental solutions
0 references
Cauchy problem
0 references
