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The optimal consumption function in a Brownian model of accumulation, Part A: The consumption function as solution of a boundary value problem
Foldes, Lucien Paul - In: Journal of economic dynamics & control 25 (2001) 12, pp. 1951-1971
Persistent link: https://www.econbiz.de/10001610327
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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1641-1701
Persistent link: https://www.econbiz.de/10001508760
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Continuous-time optimal stochastic growth : local martingales, transversality and existence
Foldes, Lucien Paul - 2004
Persistent link: https://www.econbiz.de/10002108451
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Valuation and martingale properties of shadow prices : an exposition
Foldes, Lucien Paul - 2000
Persistent link: https://www.econbiz.de/10001465982
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The optimal consumption function in a Brownian model of accumulation
Foldes, Lucien Paul - 1996
Persistent link: https://www.econbiz.de/10000940505
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The consumption funtion as solution of a boundary value problem
Foldes, Lucien Paul - 1996
Persistent link: https://www.econbiz.de/10000940506
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Existence of solutions of boundary value problems
Foldes, Lucien Paul - 1996
Persistent link: https://www.econbiz.de/10000940507
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The Optimal Consumption Function in a Brownian Model of Accumulation, Part B : Existence of Solutions of Boundary Value Problems
Foldes, Lucien - 2008
In Part A of the present study, subtitled The Consumption Function as Solution of a Boundary Value Problem, Discussion Paper No. TE/96/297, STICERD, London School of Economics, we formulated a Brownian model of accumulation and derived sufficient conditions for optimality of a plan generated by...
Persistent link: https://www.econbiz.de/10012771166