Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927)
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scientific article; zbMATH DE number 6706798
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| English | Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model |
scientific article; zbMATH DE number 6706798 |
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Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (English)
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20 April 2017
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invariant approach
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Lie symmetry
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investment-consumption problem
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CEV model
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fundamental solutions
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Cauchy problem
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0.830990195274353
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0.7971397042274475
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0.776879608631134
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0.7710577249526978
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0.7680066227912903
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