Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem (Q2482946): Difference between revisions

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+Q115219889
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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+The Pricing of Options and Corporate Liabilities
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+A degenerating family of quintic surfaces with trivial monodromy
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+Elliptic partial differential equations of second order
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+On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs
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+Risk Aversion in the Small and in the Large
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+The Mathematics of Financial Derivatives
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