A note on transforming a weak solution to PDE to a smooth solution
Year of publication: |
September 2016
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Authors: | Alghalith, Moawia |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 3.2016, 3, p. 1-4
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Subject: | HJB | PDEs | viscosity Solution | portfolio | stochastic factor | Investment | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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