Numerical schemes for investment models with singular transactions (Q1890892)
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scientific article; zbMATH DE number 758113
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| English | Numerical schemes for investment models with singular transactions |
scientific article; zbMATH DE number 758113 |
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Numerical schemes for investment models with singular transactions (English)
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23 May 1995
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infinite horizon investment-consumption model
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Hamilton-Jacobi-Bellman equation
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0.8591502904891968
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0.8530733585357666
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