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Jerome, Joseph 
ORCID: 0000-0002-8312-0053, Sánchez-Betancourt, Leandro ORCID: 0000-0001-6447-7105, Savani, Rahul ORCID: 0000-0003-1262-7831 and Herdegen, Martin ORCID: 0000-0002-2092-7167
(2023)
Mbt-gym: Reinforcement learning for model-based limit order book trading.
In: ICAIF '23: 4th ACM International Conference on AI in Finance.
Herdegen, Martin, Hobson, David and Jerome, Joseph ORCID: 0000-0002-8312-0053
Proper solutions for Epstein–Zin Stochastic Differential Utility.
SSRN Electronic Journal.
Herdegen, Martin, Hobson, David and Jerome, Joseph ORCID: 0000-0002-8312-0053
(2021)
An elementary approach to the Merton problem.
MATHEMATICAL FINANCE, 31 (4).
pp. 1218-1239.
Herdegen, Martin, Hobson, David and Jerome, Joseph ORCID: 0000-0002-8312-0053
(2022)
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations.
FINANCE AND STOCHASTICS, 27 (1).
pp. 127-158.