Optimal consumption and investment with power utility

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Author
Nutz, Marcel Fabian
Date
2010
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-006183935
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Schweizer, Martin
Examiner: Pham, Huyên
Examiner: Soner, Metecc
Examiner: Touzi, Nizar
Publisher
ETH Zurich
Subject
LÉVYPROZESSE (STOCHASTISCHE PROZESSE); WIRTSCHAFTSKONSUM; ECONOMIC CONSUMPTION; LÉVY PROCESSES (STOCHASTIC PROCESSES); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); MICROECONOMICS; MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); MIKROÖKONOMIE
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin  
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