On the reservation wage under CARA and limited borrowing (Q656792): Difference between revisions

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+Christian W. Bauer
@@ Property / author: Christian W. Bauer / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mathsocsci.2010.10.005
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@@ Property / OpenAlex ID @@
+W1990872196
@@ Property / OpenAlex ID: W1990872196 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
+Normal rank
@@ Property / cites work @@
+``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view
+Normal rank