Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model |
scientific article |
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Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (English)
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20 April 2017
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invariant approach
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Lie symmetry
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investment-consumption problem
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CEV model
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fundamental solutions
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Cauchy problem
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