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Northwestern University
Kellogg School of Management - Center for Mathematical Studies in Economics and Management Science, Northwestern University
Discussion Papers, Kellogg School of Management, Northwestern University
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Results 1-9 of 9.
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Item hits:
Year of Publication
Title
Author(s)
1986
The Shadow Price of Information in Continuous Time Decision Problems
Back, Kerry
;
Pliska, Stanley R.
1981
Optimal Consumption of A Nonrenewable Resource with Stochastic Discoveries and a Random Environment
Deshmukh, Sudhakar D.
;
Pliska, Stanley R.
1986
Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints
Back, Kerry
;
Pliska, Stanley R.
1982
Duality Theory for Some Stochastic Control Models
Pliska, Stanley R.
1984
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
Pliska, Stanley R.
1981
Natural Energy Resource Decisions and Prices Involving Incertainty
Deshmukh, Sudhakar D.
;
Pliska, Stanley R.
1981
A Stochastic Calculus Model of Continuous Trading: Complete Markets
Harrison, J. Michael
;
Pliska, Stanley R.
1982
A Stochastic Calculus Model of Continuous Trading: Return Processes and Investment Plans
Pliska, Stanley R.
1981
Martingales and Stochastic Integrals in the Theory of Continous Trading
Harrison, J. Michael
;
Pliska, Stanley R.
Author
2
Back, Kerry
2
Deshmukh, Sudhakar D.
2
Harrison, J. Michael
year of Publication
2
1986
1
1984
2
1982
4
1981