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Applied Intertemporal Optimization · Study

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PreprintApplied Intertemporal Optimization

Klaus Wälde2010

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Preprintgreen2010

Applied Intertemporal Optimization

33 citations·0/0 files stored·SSRN Electronic Journal

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Stochastic processes and financial applications Capital Investment and Risk Analysis Economic theories and models

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References

1973The Pricing of Options and Corporate Liabilities 1988On the mechanics of economic development 1994Investment Under Uncertainty.1992A Model of Growth Through Creative Destruction 2002Time Discounting and Time Preference: A Critical Review 1976Option pricing when underlying stock returns are discontinuous 1928A Mathematical Theory of Saving 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

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2013ESTIMATING INCENTIVE AND WELFARE EFFECTS OF NONSTATIONARY UNEMPLOYMENT BENEFITS

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Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations33

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.2139/ssrn.1547776

openalex_workW1527202168

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