Numerical treatment of a singular nonlinear partial differential equation arising in the optimal investment (Q3540359)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Numerical treatment of a singular nonlinear partial differential equation arising in the optimal investment |
scientific article; zbMATH DE number 5369680
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical treatment of a singular nonlinear partial differential equation arising in the optimal investment |
scientific article; zbMATH DE number 5369680 |
Statements
20 November 2008
0 references
absolute risk aversion
0 references
nonlinear PDE
0 references
fixed point approach
0 references
numerical scheme
0 references
numerical implementation
0 references
0.8135806918144226
0 references
0.7515586614608765
0 references
0.7489044666290283
0 references
0.7482635378837585
0 references
0.7470991015434265
0 references
