Showing 1 - 10 of 33
Persistent link: https://www.econbiz.de/10012493768
Persistent link: https://www.econbiz.de/10015183029
Persistent link: https://www.econbiz.de/10011800183
Persistent link: https://www.econbiz.de/10011965138
Persistent link: https://www.econbiz.de/10012423470
We develop a method to fi nd approximate solutions, and their accuracy, to consumption-investment problems with isoelastic preferences and in nite horizon, in incomplete markets where state variables follow a multivariate di ffusion. We construct upper and lower contractions, fi ctitious...
Persistent link: https://www.econbiz.de/10012938053
Persistent link: https://www.econbiz.de/10012253363
Persistent link: https://www.econbiz.de/10013369882
Persistent link: https://www.econbiz.de/10014473573
Persistent link: https://www.econbiz.de/10013398106