scientific article; zbMATH DE number 1408706
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zbMATH Open1025.91503MaRDI QIDQ4939740FDOQ4939740
Authors: B. V. Bondarev, Yulian N. Polshkov 
Publication date: 1 March 2000
Title of this publication is not available (Why is that?)
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- Merton problem in an infinite horizon and a discrete time with frictions
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach
- Some problems for Clark's model. II. A solution for Merton's portfolio problem
- Optimal portfolio choice in a binomial-tree and its convergence
- A bound on the probability of ruin in Merton's model
- An elementary approach to the Merton problem
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- On the \(\varepsilon\)-sufficient control in a Merton problem with ``physical white noise
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- On \(\epsilon\)-sufficient control in the Merton problem.
- Merton's Partial Differential Equation and Fixed Point Theory
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