Browse "MA-Journal Papers(저널논문)" by Subject Martingale method

Showing results 1 to 2 of 2

1
Optimal consumption and portfolio selection problem with downside consumption constraints

Shin, Yong Hyun; Lim, Byung Hwa; Choi, UJin, APPLIED MATHEMATICS AND COMPUTATION, v.188, no.2, pp.1801 - 1811, 2007-05

2
Optimal investment and consumption decision of a family with life insurance

Kwak, Min-Suk; Shin, Yong-Hyun; Choi, U-Jin, INSURANCE MATHEMATICS & ECONOMICS, v.48, no.2, pp.176 - 188, 2011-03

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