"Positivity Preserving Numerical Method for Optimal Portfolio in a Power ..."

Miglena N. Koleva, Lubin G. Vulkov (2018)

> Home

Details and statistics

DOI: 10.1007/978-3-030-10692-8_48

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/nma/KolevaV18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/nma/KolevaV18
Miglena N. Koleva, Lubin G. Vulkov:
Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model. NMA 2018: 424-432

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.