Numerical analysis of a free-boundary singular control problem in financial economics
Ayman Hindy ; Chi-fu Huang ; Steven H. Zhu
| Year of publication: |
1997
|
|---|---|
| Authors: | Hindy, Ayman |
| Other Persons: | Huang, Chi-fu (contributor) ; Zhu, Steven H. (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 2, p. 297-327
|
| Subject: | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | Mathematische Optimierung | Mathematical programming | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001215827