scientific article; zbMATH DE number 1066231
From MaRDI portal
Publication:4357417
zbMath0889.35127MaRDI QIDQ4357417
Publication date: 14 April 1998
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bellman's equationviscosity solutionsmathematical financecontrolled diffusion processesportfolio problem
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (7)
Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function ⋮ OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK ⋮ THE OPTIMAL EXECUTION STRATEGY OF EMPLOYEE STOCK OPTIONS ⋮ Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model ⋮ Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs ⋮ Variational Inequalities for Combined Control and Stopping Game ⋮ On a variational inequality associated with a stopping game combined with a control
This page was built for publication:
