Optimal consumption problem in the Vasicek model (Q3455473): Difference between revisions

@@ Property / DOI @@
-.7494/OpMath.2015.35.4.547
@@ Property / DOI: 10.7494/OpMath.2015.35.4.547 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / cites work @@
+A theory of bond portfolios
@@ Property / cites work: A theory of bond portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+An Application of Stochastic Control Theory to Financial Economics
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution
+Normal rank
@@ Property / cites work @@
+On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: II. Verification Theorem
+Normal rank
@@ Property / cites work @@
+A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Optimal portfolio choice in the bond market
@@ Property / cites work: Optimal portfolio choice in the bond market / rank @@
+Normal rank
@@ Property / cites work @@
+Jump-diffusion models with constant parameters for financial log-return processes
+Normal rank
@@ Property / cites work @@
+Q3656701
@@ Property / cites work: Q3656701 / rank @@
+Normal rank
@@ Property / DOI @@
+.7494/OPMATH.2015.35.4.547
@@ Property / DOI: 10.7494/OPMATH.2015.35.4.547 / rank @@
+Normal rank