Numerical solution of an optimal investment problem with proportional transaction costs (Q415202)

From MaRDI portal
Revision as of 04:21, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references