Numerical solution of an optimal investment problem with proportional transaction costs (Q415202): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q168145 |
||
| Property / author | |||
| Property / author: Carlos Vázquez / rank | |||
Revision as of 02:06, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of an optimal investment problem with proportional transaction costs |
scientific article |
Statements
Numerical solution of an optimal investment problem with proportional transaction costs (English)
0 references
11 May 2012
0 references
optimal investment
0 references
transaction costs
0 references
double obstacle problems
0 references
numerical methods
0 references
characteristics scheme
0 references
finite elements
0 references
