PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (Q4563735): Difference between revisions

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Latest revision as of 19:09, 15 July 2024

scientific article; zbMATH DE number 6880300
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English
PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS
scientific article; zbMATH DE number 6880300

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    PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS (English)
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    4 June 2018
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    backward Euler method
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    capital injection
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    HJB equation
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    portfolio selection
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    transaction costs
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