Pages that link to "Item:Q3989819"

The following pages link to Numerical Methods for an Optimal Investment-Consumption Model (Q3989819):

Displaying 14 items.

• Numerical analysis of a free-boundary singular control problem in financial economics (Q673248) (← links)
• Computational aspects in applied stochastic control (Q1342439) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404) (← links)
• The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
• Numerical schemes for investment models with singular transactions (Q1890892) (← links)
• Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
• Optimal insurance in a continuous-time model (Q2507608) (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
• AN OPTIMAL MARKOVIAN QUANTIZATION ALGORITHM FOR MULTI-DIMENSIONAL STOCHASTIC CONTROL PROBLEMS (Q4659534) (← links)
• An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)
• Minimizing the Probability of Lifetime Ruin under Random Consumption (Q5022552) (← links)
• Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
• Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility (Q5715905) (← links)