Numerical solution of an optimal investment problem with proportional transaction costs (Q415202): Difference between revisions

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Latest revision as of 04:21, 5 July 2024

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Numerical solution of an optimal investment problem with proportional transaction costs
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    Numerical solution of an optimal investment problem with proportional transaction costs (English)
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    11 May 2012
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    optimal investment
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    transaction costs
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    double obstacle problems
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    numerical methods
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    characteristics scheme
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    finite elements
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