A class of mathematical models of optimal investment theory

MaRDI QIDQ4926568zbMATH OpenFDO

Authors Changyu Ren, Fang Yuan

Publication date 20 June 2013

zbMATH Keywords

mixed initial-boundary value problemoptimal investment theoryparabolic Monge-Ampère equation

Mathematics Subject Classification ID

Parabolic Monge-Ampère equations (35K96) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Portfolio theory (91G10) Financial applications of other theories (91G80)

Cited in

(6)

• Mathematical modeling of investments in an imperfect capital market
• Qualitative analysis of solutions of optimal investment problems
• Analysis of an optimal investment model
• scientific article; zbMATH DE number 6746610 (Why is no real title available?)
• scientific article; zbMATH DE number 5022014 (Why is no real title available?)
• scientific article; zbMATH DE number 2220911 (Why is no real title available?)

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