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References from On dynamic investment strategies. Local targets link to admitted publications; unresolved targets remain external evidence.
The pricing of options and corporate liabilities
10.1086/260062 · 1973 · External reference
Option pricing: a simplified approach
10.1016/0304-405x(79)90015-1 · 1979 · External reference
Unresolved reference
External reference
Optimal stopping in the stock market
10.1214/aop/1176996747 · 1974 · External reference
Optimal investment and consumption strategies under risk for a class of utility functions
10.2307/1912196 · 1970 · External reference
Martingales and arbitrage in multiperiod securities markets
10.1016/0022-0531(79)90043-7 · 1979 · External reference
Unresolved reference
External reference
On the random walk and Brownian motion
10.1090/s0002-9947-1962-0139211-2 · 1962 · External reference
Unresolved reference
1980 · External reference
Optimal savings under uncertainty
10.2307/2296834 · 1969 · External reference
Lifetime portfolio selection under uncertainty: the continuous-time case
10.2307/1926560 · 1969 · External reference
Optimum consumption and portfolio rules in a continuous time model
10.1016/0022-0531(71)90038-x · 1971 · External reference
The accumulation of risky capital: a sequential utility analysis
10.2307/1909322 · 1962 · External reference
Mutual fund separation in financial theory — the separating distributions
10.1016/0022-0531(78)90073-x · 1978 · External reference
Lifetime portfolio selection by dynamic stochastic programming
10.2307/1926559 · 1969 · External reference
Unresolved reference
1981 · External reference
