Applied Mathematics and Computation · 2011 · 32 citations · 38 references
Social SciencesBusiness EconomicsEconomicsLabor EconomicsMicroeconomicsStochastic ProcessesInvestmentInvestment TheoryOld-age Income SecurityPension PolicyRetirement PolicyRetirement Security PolicyLife-cycle Saving ModelOptimal InvestmentOptimal Timing Of InvestmentRetirement Saving DecisionsStochastic Income Modeling
38
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16
Free and Moving Boundary Problems.
Colin C. Cryer, John Crank · Mathematics of Computation · 1986 · 2.2K citations
Natural Sciences, Computational Engineering, Computational Mechanics +14