Numerical solution of a nonlinear evolution equation for the risk preference
DOI10.1007/978-3-642-18466-6_53zbMATH Open1318.65076OpenAlexW1558111175MaRDI QIDQ3075296FDOQ3075296
Authors: Naoyuki Ishimura, Miglena N. Koleva, 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
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Cites Work
- Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance
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- Risk Aversion in the Small and in the Large
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- Existence of solutions to initial value problem for a parabolic Monge-Ampère equation and application
- Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics
- Convergence of Rothe's method for fully nonlinear parabolic equations
- Title not available (Why is that?)
- Existence of solutions for the nonlinear partial differential equation arising in the optimal investment problem
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Cited In (5)
- Title not available (Why is that?)
- A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem
- On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints
- Traveling wave solutions to the nonlinear evolution equation for the risk preference
- Note on a nonlinear evolution equation for the risk preference
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