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~person:"Caputo, Michael R."
~person:"Young, Virginia R."
~subject:"Mathematical finance"
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Annuitization and asset allocation under exponential utility
Liang, Xiaoqing
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011825434
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Foundations of dynamic economic analysis : optimal control theory and applications
Caputo, Michael R.
-
2005
Persistent link: https://www.econbiz.de/10001973297
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