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"Viscosity Characterization of the Value Function of an ..."

Salvatore Federico, Paul Gassiat (2014)

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DOI: 10.1007/S10957-013-0372-Y

access: closed

type: Journal Article

metadata version: 2021-04-09

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Salvatore Federico, Paul Gassiat:
Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset. J. Optim. Theory Appl. 160(3): 966-991 (2014)

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