Sulem A.

A. Sulem

Information about the author A. Sulem will soon be added to the site.
Found 2 papers in total
Explicit solution of inventory problems with delivery lags
Explicit solution of inventory problems with delivery lags
1995
We consider a continuous-time inventory system with fixed delivery lag, subject to a...
Optimal consumption and portfolio with both fixed and proportional transaction costs
Optimal consumption and portfolio with both fixed and proportional transaction costs
2002
We consider a market model with one risk-free and one risky asset, in which the...
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