Pages that link to "Item:Q507925"
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The following pages link to A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. (Q507925):
Displayed 4 items.
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- Numerical method for optimal portfolio in an exponential utility regime-switching model (Q5030573) (← links)
- Efficient finite difference method for optimal portfolio in a power utility regime-switching model (Q5031703) (← links)