Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization

Jingtang Ma, Jianjun Ma. Finite Difference Methods for the Hamilton-Jacobi-Bellman Equations Arising in Regime Switching Utility Maximization. J. Sci. Comput., 85(3):55, 2020. [doi]

Authors

Jingtang Ma

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Jianjun Ma

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