Pages that link to "Item:Q5739574"
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The following pages link to Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574):
Displayed 3 items.
- 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)