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A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model.
Walter Mudzimbabwe
Published in:
J. Comput. Appl. Math. (2019)
Keyphrases
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numerical solution
diffusion model
investment strategies
differential equations
partial differential equations
information diffusion
dynamic programming
markov chain
higher order
anisotropic diffusion
optimal solution
medical images
finite element
numerical methods
exact solution
diffusion process