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

@@ Property / author @@
+Carlos Vázquez
@@ Property / author: Carlos Vázquez / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+R35
@@ Property / Mathematics Subject Classification ID: 35R35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M60
@@ Property / Mathematics Subject Classification ID: 65M60 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6033725
@@ Property / zbMATH DE Number: 6033725 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal investment
@@ Property / zbMATH Keywords: optimal investment / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transaction costs
@@ Property / zbMATH Keywords: transaction costs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+double obstacle problems
@@ Property / zbMATH Keywords: double obstacle problems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical methods
@@ Property / zbMATH Keywords: numerical methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+characteristics scheme
@@ Property / zbMATH Keywords: characteristics scheme / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finite elements
@@ Property / zbMATH Keywords: finite elements / rank @@
+Normal rank

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

Revision as of 20:28, 29 June 2023

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Mathematics(0 entries)