Solution of a two-dimensional stochastic investment problem (Q1294193): Difference between revisions
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| Property / cites work: Q4035103 / rank | |||
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| Property / cites work: A Class of Solvable Stochastic Investment Problems Involving Singular Controls / rank | |||
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| Property / cites work: Stochastic differential equations. An introduction with applications / rank | |||
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| Property / cites work: Linear and quasilinear elliptic equations / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0096-3003(97)10155-2 / rank | |||
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| Property / OpenAlex ID: W2023790393 / rank | |||
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Latest revision as of 09:52, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of a two-dimensional stochastic investment problem |
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Solution of a two-dimensional stochastic investment problem (English)
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29 June 1999
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stochastic differential equation
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finite difference method
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