ORCID
Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica (IMECC) (Institutional affiliation from the last research proposal) Birthplace: Brazil
Has experience in Mathematics, focusing on Mathematics (Source: Lattes Curriculum)
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Merton's (1971) portfolio optimization problem addresses the investor's decision regarding the optimal allocation of wealth between a risk-free asset and a risky asset, with the objective of maximizing the expected utility of future wealth. This project aims to provide an introduction to stochastic control through the study of the formulation and solution of this classical model, serving…
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