scientific article; zbMATH DE number 2067164

MaRDI QIDQ4464066zbMATH OpenFDO

Authors Guanglie Wang, Songzhe Lian

Publication date 27 May 2004

zbMATH Keywords

optimal investmentoptimal portfolioutility function

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65)

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