Optimal consumption policies in illiquid markets
| Year of publication: |
2011
|
|---|---|
| Authors: | Cretarola, Alessandra ; Gozzi, Fausto ; Pham, Huyên ; Tankov, Peter |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 1, p. 85-115
|
| Publisher: |
Springer |
| Subject: | Illiquid market | Optimal consumption | Integrodifferential equations | Viscosity solutions | Semiconcavity | Sub/superdifferentials | Optimal control |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925433