On the reservation wage under CARA and limited borrowing

DOI10.1016/J.MATHSOCSCI.2010.10.005zbMATH Open1231.91281OpenAlexW1990872196MaRDI QIDQ656792FDOQ656792

Authors: C. W. Bauer 

Publication date: 13 January 2012

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2010.10.005

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Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Stochastic differential equations. An introduction with applications.
• Optimum consumption and portfolio rules in a continuous-time model
• Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
• ``Itō's lemma and the Bellman equation for Poisson processes: An applied view

Cited In (1)

• Declining Reservation Wages and Learning

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