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~person:"Sennewald, Ken"
~subject:"consumption optimization"
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consumption optimization
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1
"Ito's Lemma" and the Bellman equation for poisson processes : an applied view
Sennewald, Ken
;
Wälde, Klaus
-
2006
Poisson
process
. Our results can be derived because of the proofs presented in the accompanying paper by Sennewald (2006 …
Persistent link: https://www.econbiz.de/10010261427
Saved in:
2
“Itô’s Lemma“ and the Bellman Equation for Poisson Processes: An Applied View
Sennewald, Ken
;
Wälde, Klaus
-
CESifo
-
2006
Poisson
process
. Our results can be derived because of the proofs presented in the accompanying paper by Sennewald (2006 …
Persistent link: https://www.econbiz.de/10005765876
Saved in:
3
“Itô's Lemma” and the Bellman Equation for Poisson Processes: An Applied View
Sennewald, Ken
;
Wälde, Klaus
- In:
Journal of Economics
89
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10005547086
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