A numerical study for optimal portfolio regime-switching model I. 2D Black–Scholes equation with an exponential non-linear term,
, 2017, ISSN 0377-0427 ; eISSN 1879-1778.
.
A numerical study for optimal portfolio regime-switching model I. 2D Black–Scholes equation with an exponential non-linear term.
: , 2017, ISSN 0377-0427 ; eISSN 1879-1778.
(2017)
A numerical study for optimal portfolio regime-switching model I. 2D Black–Scholes equation with an exponential non-linear term,
: , ISSN 0377-0427 ; eISSN 1879-1778
(2017).
A numerical study for optimal portfolio regime-switching model I. 2D Black–Scholes equation with an exponential non-linear term. // <I>J. Comput.<D> appl. math., 318, 2017, p. 538-549, DOI: 10.1016/j.cam.2016.01.012.. (4394),