Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem (Q2482946)
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scientific article; zbMATH DE number 5270313
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| English | Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem |
scientific article; zbMATH DE number 5270313 |
Statements
Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem (English)
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30 April 2008
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absolute risk aversion
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Arrow-Pratt coefficient
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value function
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fixed point approach
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0.8215564489364624
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0.8135806918144226
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0.7981233596801758
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