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Numerical methods for continuous-time, continuous-state stochastic control problems
Munk, Claus - 1997
Persistent link: https://www.econbiz.de/10000975852
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Optimal consumption: investment policies with undiversifiable income risk and borrowing constraints
Munk, Claus - 1997
Persistent link: https://www.econbiz.de/10000976130
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Stochastic duration and fast coupon bond option pricing in multi-factor models
Munk, Claus - 1998
Persistent link: https://www.econbiz.de/10000995478
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The valuation of contingent claims under portfolio constraints : reservation buying and selling prices
Munk, Claus - 1998
Persistent link: https://www.econbiz.de/10000994405
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Optimal investment strategies with a Heath-Jarrow-Morton term structure of interest rates
Munk, Claus; Sørensen, Carsten - 1999
Persistent link: https://www.econbiz.de/10001455583