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Distribution of bankruptcy time in a consumption/portfolio problem
Presman, Ernst - In: Journal of economic dynamics & control 20 (1996) 1, pp. 471-477
Persistent link: https://www.econbiz.de/10001190598
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Explicit solution of a general consumption portfolio problem with subsistence consumption and bankruptcy
Sethi, Suresh P. - In: Journal of economic dynamics & control 16 (1992) 3, pp. 747-768
Persistent link: https://www.econbiz.de/10001130434
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Dynamic optimal pricing and (possibly) advertising in the face of various kinds of potential entrants
Bourguignon, Francoise; Sethi, Suresh P. - In: Journal of economic dynamics & control 3 (1981) 2, pp. 119-140
Persistent link: https://www.econbiz.de/10002025144
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A comparison of the Ito and Stratonovich formulations of problems in finance
Sethi, Suresh P.; Lehoczky, John P. - In: Journal of economic dynamics & control 3 (1981) 4, pp. 343-356
Persistent link: https://www.econbiz.de/10002798998
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Distribution of bankruptcy time in a consumption-portfolio problem
Presman, E.; Sethi, S. - In: Journal of economic dynamics & control 20 (1996) 1-3, pp. 471-478
Persistent link: https://www.econbiz.de/10006793705
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Erratum
Sethi, Suresh P.; Taksar, Michael I.; Presman, Ernst L. - In: Journal of economic dynamics & control 19 (1995) 5-7, pp. 1297
Persistent link: https://www.econbiz.de/10006797565