Aleksandra Zhukova, Igor Pospelov. Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale. In Yaroslav D. Sergeyev, Dmitri E. Kvasov, editors, Numerical Computations: Theory and Algorithms - Third International Conference, NUMTA 2019, Crotone, Italy, June 15-21, 2019, Revised Selected Papers, Part II. Volume 11974 of Lecture Notes in Computer Science, pages 255-267, Springer, 2019. [doi]
Abstract is missing.