Numerical Methods for an Optimal Investment-Consumption Model

Ben G. Fitzpatrick, Wendell H. Fleming. Numerical Methods for an Optimal Investment-Consumption Model. Math. Oper. Res., 16(4):823-841, 1991. [doi]

Authors

Ben G. Fitzpatrick

This author has not been identified. Look up 'Ben G. Fitzpatrick' in Google

Wendell H. Fleming

This author has not been identified. Look up 'Wendell H. Fleming' in Google