Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference

DOI10.1007/978-3-642-18466-6_53zbMath1318.65076MaRDI QIDQ3075296

Miglena N. Koleva, Naoyuki Ishimura, Lubin G. Vulkov

Publication date: 11 February 2011

Published in: Numerical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-18466-6_53

Mathematics Subject Classification ID

91G80: Financial applications of other theories

65N50: Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs

65N40: Method of lines for boundary value problems involving PDEs

35Q91: PDEs in connection with game theory, economics, social and behavioral sciences

35C07: Traveling wave solutions

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Cites Work

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• Existence of solutions to initial value problem for a parabolic Monge-Ampère equation and application
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• Risk Aversion in the Small and in the Large
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