On the Merton problem in incomplete markets

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dc.contributor.advisorZariphopoulou, Thaleia, 1962-en
dc.creatorTiu, Cristian Ioanen
dc.date.accessioned2008-08-28T21:42:18Zen
dc.date.available2008-08-28T21:42:18Zen
dc.date.issued2002en
dc.descriptiontexten
dc.description.departmentMathematicsen
dc.format.mediumelectronicen
dc.identifierb57262056en
dc.identifier.oclc57070249en
dc.identifier.urihttp://hdl.handle.net/2152/997en
dc.language.isoengen
dc.rightsCopyright is held by the author. Presentation of this material on the Libraries' web site by University Libraries, The University of Texas at Austin was made possible under a limited license grant from the author who has retained all copyrights in the works.en
dc.subject.lcshUtility theoryen
dc.subject.lcshStochastic analysisen
dc.subject.lcshInvestments--Mathematicsen
dc.titleOn the Merton problem in incomplete marketsen
dc.type.genreThesisen
thesis.degree.departmentMathematicsen
thesis.degree.disciplineMathematicsen
thesis.degree.grantorThe University of Texas at Austinen
thesis.degree.levelDoctoralen
thesis.degree.nameDoctor of Philosophyen

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