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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 and Control 3 (1981) 1, pp. 343-356
Persistent link: https://www.econbiz.de/10005107123
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Erratum
Sethi, Suresh P.; Taksar, Michael I.; Presman, Ernst L. - In: Journal of Economic Dynamics and Control 19 (1995) 5-7, pp. 1297-1298
Persistent link: https://www.econbiz.de/10005021416
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Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
Sethi, Suresh P.; Taksar, Michael I.; Presman, Ernst L. - In: Journal of Economic Dynamics and Control 16 (1992) 3-4, pp. 747-768
Persistent link: https://www.econbiz.de/10005229474
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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 and Control 3 (1981) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10005205236