A note on transforming PDEs to ODEs
Year of publication: |
2015
|
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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. 2.2015, 3, p. 1-4
|
Subject: | HJB PDEs | ODEs | portfolio | stochastic factor | investment |
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