Work

Numerical methods for optimal investment-consumption models

Year: 1990

Type: conference-paper

Source: IEEE Conference on Decision and Control (CDC)

DOI: 10.1109/cdc.1990.204049

Authors: B.G. Fitzpatrick, W.H. Fleming

Institutions: University of Tennessee at Knoxville, Brown University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, Air Force Office of Scientific Research

OpenAlex ID: W2146656004

FWCI: 1.108

Cites: 14

Cited by: 9

Related to: 10