Solution of a two-dimensional stochastic investment problem (Q1294193): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:52, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of a two-dimensional stochastic investment problem |
scientific article |
Statements
Solution of a two-dimensional stochastic investment problem (English)
0 references
29 June 1999
0 references
stochastic differential equation
0 references
finite difference method
0 references
