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~language:"eng"
~language:"nld"
~person:"Gassiat, Paul"
~source:"econis"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
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Gassiat, Paul
Federico, Salvatore
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Gozzi, Fausto
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
2
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
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