"A numerical study for optimal portfolio regime-switching model I. 2D ..."

Miglena N. Koleva, Lubin G. Vulkov (2017)

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DOI: 10.1016/J.CAM.2016.01.012

access: closed

type: Journal Article

metadata version: 2023-08-28

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Miglena N. Koleva, Lubin G. Vulkov:
A numerical study for optimal portfolio regime-switching model I. 2D Black-Scholes equation with an exponential non-linear term. J. Comput. Appl. Math. 318: 538-549 (2017)

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