Sökning: "Johanna Angelica Karlsson"

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  1. 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 vetenskaper

    Författare :Angelica Andersson; Olof Elias; Jakob Karlsson; Johanna Svensson; [2012-06-26]
    Nyckelord :;

    Sammanfattning : 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