General Analytical Solutions For Mertons'S-Type Consumption-Investment Problems
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References listed on IDEAS
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More about this item
KeywordsHamilton-Jacobi-Bellman equations; Higher Order Asymptotic Poli- cies; Merton's Model; Partial Equilibrium; Perturbation Theory;
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-29 (All new papers)
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