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Gyulov, Tihomir B., Koleva, Miglena N., Vulkov, Lubin G. (2019) Efficient finite difference method for optimal portfolio in a power utility regime-switching model. International Journal of Computer Mathematics, 96. 2115-2134 doi:10.1080/00207160.2018.1474207

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Reference TypeJournal (article/letter/editorial)
TitleEfficient finite difference method for optimal portfolio in a power utility regime-switching model
JournalInternational Journal of Computer Mathematics
AuthorsGyulov, Tihomir B.Author
Koleva, Miglena N.Author
Vulkov, Lubin G.Author
Year2019 (November 2)Volume96
PublisherInforma UK Limited
DOIdoi:10.1080/00207160.2018.1474207Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID6647415Long-form Identifiermindat:1:5:6647415:3
GUID0
Full ReferenceGyulov, Tihomir B., Koleva, Miglena N., Vulkov, Lubin G. (2019) Efficient finite difference method for optimal portfolio in a power utility regime-switching model. International Journal of Computer Mathematics, 96. 2115-2134 doi:10.1080/00207160.2018.1474207
Plain TextGyulov, Tihomir B., Koleva, Miglena N., Vulkov, Lubin G. (2019) Efficient finite difference method for optimal portfolio in a power utility regime-switching model. International Journal of Computer Mathematics, 96. 2115-2134 doi:10.1080/00207160.2018.1474207
In(n.d.) International Journal of Computer Mathematics Vol. 96. Informa UK Limited

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Koleva, Miglena N., Vulkov, Lubin G. (2024) A Galerkin Finite Element Method for the Reconstruction of a Time-Dependent Convection Coefficient and Source in a 1D Model of Magnetohydrodynamics. Applied Sciences, 14 (13) 5949 doi:10.3390/app14135949
Koleva, Miglena N., Vulkov, Lubin G. (2010) Two-grid quasilinearization approach to ODEs with applications to model problems in physics and mechanics. Computer Physics Communications, 181. 663-670 doi:10.1016/j.cpc.2009.11.015
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