Numerical analysis of a finite difference scheme for optimal portfolio in a power utility regime-switching model
2018 ◽
Vol 96
(11)
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pp. 2115-2134
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2020 ◽
Vol 102
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pp. 106150
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2017 ◽
Vol 318
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pp. 538-549
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2003 ◽
Vol 46
(3)
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pp. 349-355
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2017 ◽
Vol 3
(S1)
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pp. 547-567
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2018 ◽
Vol 97
(1-2)
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pp. 120-140
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Keyword(s):