Tony Huschto

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We derive optimal pricing strategies for conspicuous consumption products in periods of recession. To that end, we formulate and investigate a two-stage economic optimal control problem that takes uncertainty of the recession period length and delay effects of the pricing strategy into account. This non-standard optimal control problem is difficult to solve(More)
Preface This thesis arised in the course of the " Master's Programme in Financial Mathematics " at Halmstad University. It tries to link lectures in " Mathematical Methods of Portfolio Optimization " with stochastic differential equations and duality and might appeal readers interested in those topics. As my field of studies in Ger-many preferentially is(More)
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