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A spectral method for an Optimal Investment problem with tr..:
de Frutos, Javier
;
Gatón, Víctor
Journal of Computational and Applied Mathematics. 319 (2017) - p. 262-276 , 2017
Link:
https://doi.org/10.1016/j.cam.2017.01.015
RT Journal T1 <Title>A spectral method for an Optimal Investment problem with transaction costs under Potential Utility</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2017.01.015&Exemplar=1&LAN=DE A1 de Frutos, Javier A1 Gatón, Víctor PB Elsevier BV YR 2017 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 319 SP 262 OP 276 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2017.01.015 DO https://doi.org/10.1016/j.cam.2017.01.015 SF ELIB - SuUB Bremen
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