OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK (Q2851560): Difference between revisions

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+Hedging and Portfolio Optimization in Financial Markets with a Large Trader
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+Consumption choice and asset pricing with a non-price-taking agent
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+Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates
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+Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes
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+Optimal consumption choices for a `large' investor
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+Hedging options for a large investor and forward-backward SDE's
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+Asset allocation and liquidity breakdowns: what if your broker does not answer the phone?
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+Controlled Markov processes and viscosity solutions
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+Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities
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+Large traders and illiquid options: hedging vs. manipulation
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+Q4936390
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain
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