Author:
Sethi Suresh P.,Taksar Michael I.,Presman Ernst L.
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference17 articles.
1. Optimal consumption and investment policies in a complete market with constrained consumption rates and wealth levels;Bardhan,1990
2. The policy of options and corporate liabilities;Black;Journal of Political Economy,1973
3. Optimal consumption and portfolio policies when asset prices follow a diffusion process;Cox;Journal of Economic Theory,1989
4. Security markets: Stochastic models;Duffie,1988
5. An optimal investment/consumption model with borrowing;Fleming;Mathematics of Operations Research,1991
Cited by
44 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献