• Sondos Khalil,
• " Numerical results with economic implications of a continuous time model"
• We consider the problem faced by an economic agent whose trying to find the optimal consumption,investment and pension strategies while investing his total wealth in a financial market composed of one risky-free asset and one risky asset whose prices evolve with time according to linear stochastic differential equation. We resort to the dynamic programming principle to derive an explicit solution for the problem under consideration