Positivity Preserving Numerical Method for Optimal Portfolio in a Power Utility Two-Dimensional Regime-Switching Model
2021 ◽
2018 ◽
Vol 97
(1-2)
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pp. 120-140
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2018 ◽
Vol 96
(11)
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pp. 2115-2134
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2017 ◽
Vol 318
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pp. 538-549
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2016 ◽
Vol 71
(1)
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pp. 224-237
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2008 ◽
Vol 11
(2)
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pp. 145-157
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