Investment/Consumption Problem in Illiquid Markets with Regime-Switching
نویسندگان
چکیده
The illiquid market model HJB equations and characterization of the solution Power utility functions and numerical results
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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 52 شماره
صفحات -
تاریخ انتشار 2014