Pages that link to "Item:Q1246377"
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The following pages link to Martingale conditions for optimal saving-discrete time (Q1246377):
Displayed 3 items.
- Necessity of the transversality condition for stochastic models with bounded or CRRA utility (Q956434) (← links)
- Valuation and martingale properties of shadow prices: an exposition (Q1583150) (← links)
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)