Sökning: "Johanna Angelica Karlsson"
Hittade 1 uppsats innehållade orden Johanna Angelica Karlsson.
1. The optimal consumption problem. A numerical simulation of the value function with the presence of a random income flow.
Kandidat-uppsats, Göteborgs universitet/Institutionen för matematiska vetenskaperSammanfattning : In this thesis two methods are used to solve the optimal consumption problem. The optimal consumption problem is a well known problem in mathematical nance which in its original form was solved by Robert Merton. This report considers an extension with a presence of a random income ow. LÄS MER
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