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Publication:3540359

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zbMath1213.91172MaRDI QIDQ3540359

Hitoshi Imai, Masahiro Kushida, Naoyuki Ishimura

Publication date: 20 November 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear PDE numerical scheme fixed point approach numerical implementation absolute risk aversion

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Financial applications of other theories (91G80)

Related Items (2)

Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance ⋮ Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem

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