Joseph Jerome
Ph.D. University of Warwick 2021
Dissertation:
Optimal investment and consumption under infinite horizon Epstein-Zin stochastic differential utility
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: David Graham Hobson
Advisor 2: Martin Herdegen
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 281619 for the advisor ID.