According to our database1, Claus Munk authored at least 4 papers between 2003 and 2013.
Legend:Book In proceedings Article PhD thesis Other
Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies.
Manag. Sci., 2013
Equilibrium in securities markets with heterogeneous investors and unspanned income risk.
J. Econ. Theory, 2012
Manag. Sci., 2011
The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem.
Appl. Math. Comput., 2003