Pages that link to "Item:Q2874280"

The following pages link to A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM (Q2874280):

Displayed 7 items.

• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) ‎ (← links)
• Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) ‎ (← links)
• Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem (Q2231594) ‎ (← links)
• Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) ‎ (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) ‎ (← links)
• Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574) ‎ (← links)
• On splitting-based numerical methods for nonlinear models of European options (Q5739578) ‎ (← links)