The following pages link to J. Wang (Q621708):
Displaying 5 items.
- Continuous time mean variance asset allocation: a time-consistent strategy (Q621709) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS (Q2882690) (← links)
- Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance (Q3631929) (← links)
