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

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