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Finance and Stochastics
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Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
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Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
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Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
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Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
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pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
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