Need to solve a stochastic PDE for a financial model using HJB
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£100/hr(approx. $125/hr)
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Description
Experience Level: Expert
I am trying to solve a slightly non-common HJB equation based on top of a stochastic process. I have defined the model and all the parameters but I struggle to actually find a solution. I am searching for someone with experience in variational calculus / stochastic diff equations to help me. A deliverable is a solution or an "Ansatz" how to solve the problem.
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100% (28)Projects Completed
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Last project
10 Oct 2021
France
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