Herdegen, M., Hobson, D., & Jerome, J. (2022). The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations. FINANCE AND STOCHASTICS. doi:10.1007/s00780-022-00495-6
Herdegen, M., Hobson, D., & Jerome, J. (2021). An elementary approach to the Merton problem. MATHEMATICAL FINANCE, 31(4), 1218-1239. doi:10.1111/mafi.12311
Herdegen, M., Hobson, D., & Jerome, J. (n.d.). Proper solutions for Epstein–Zin Stochastic Differential Utility. SSRN Electronic Journal. doi:10.2139/ssrn.3984273