Legendre Transform-Dual Solution for a Class of Investment and Consumption Problems With HARA Utility

Mathematical Problems in Engineering - Egypt
doi 10.1155/2014/656438
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Hindawi Limited

Related search

Consumption-Investment Problems With Stochastic Mortality Risk

SSRN Electronic Journal
2014English

Generalized Wavelet Transform Associated With Legendre Polynomials

International Journal of Computer Applications
2014English

Semicontinuity of Solution Mappings for a Class of Parametric Generalized Vector Equilibrium Problems

Journal of Nonlinear Science and Applications
Number TheoryAnalysisAlgebra
2016English

Optimal Portfolio for HARA Utility Functions in a Pure Jump Multidimensional Incomplete Market

International Journal of Risk Assessment and Management
StatisticsProbabilityBusinessUncertaintyInternational ManagementManagement ScienceOperations Research
2009English

Boundary Integral Solution for a Class of Fourth-Order Two-Point Boundary Value Problems

Journal of Applied Mathematics and Computational Mechanics
2016English

Two Legendre-Dual-Petrov-Galerkin Algorithms for Solving the Integrated Forms of High Odd-Order Boundary Value Problems

The Scientific World Journal
BiochemistryMedicineGeneticsMolecular BiologyEnvironmental Science
2014English

Legendre Transform Structure and Extremal Properties of the Relative Fisher Information

Physics Letters, Section A: General, Atomic and Solid State Physics
AstronomyPhysics
2014English

A Multi-Asset Investment and Consumption Problem With Transaction Costs

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2019English

A Boundary Integral Equation for the Solution of a Class of Problems in Anisotropic Inhomogeneous Thermostatics and Elastostatics

Quarterly of Applied Mathematics
Applied Mathematics
1983English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy