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"Efficient finite difference method for optimal portfolio in a power ..."

Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov (2019)

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DOI: 10.1080/00207160.2018.1474207

access: closed

type: Journal Article

metadata version: 2025-01-19

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  - https://dblp.org/rec/journals/ijcm/GyulovKV19
Tihomir B. Gyulov, Miglena N. Koleva, Lubin G. Vulkov:
Efficient finite difference method for optimal portfolio in a power utility regime-switching model. Int. J. Comput. Math. 96(11): 2115-2134 (2019)

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