Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669): Difference between revisions

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+https://doi.org/10.1016/0022-0531(91)90044-5
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+W2003141369
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+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+Transactions costs and portfolio choice in a discrete-continuous-time setting
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+Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
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+Martingales and arbitrage in multiperiod securities markets
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@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1181669