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"Investment/Consumption Problem in Illiquid Markets with Regime-Switching."

Paul Gassiat, Fausto Gozzi, Huyên Pham (2014)

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DOI: 10.1137/120876976

access: closed

type: Journal Article

metadata version: 2020-07-09

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Paul Gassiat, Fausto Gozzi, Huyên Pham:
Investment/Consumption Problem in Illiquid Markets with Regime-Switching. SIAM J. Control. Optim. 52(3): 1761-1786 (2014)

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