✦ LIBER ✦
Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem
✍ Scribed by Budhiraja, Amarjit; Ross, Kevin
- Book ID
- 118204721
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2007
- Tongue
- English
- Weight
- 418 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0363-0129
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