Investment/Consumption Problem in Illiquid Markets with Regime-Switching (Q3192141)

From MaRDI portal
Revision as of 14:48, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Investment/Consumption Problem in Illiquid Markets with Regime-Switching
scientific article

    Statements

    Investment/Consumption Problem in Illiquid Markets with Regime-Switching (English)
    0 references
    0 references
    0 references
    0 references
    26 September 2014
    0 references
    optimal consumption
    0 references
    liquidity effects
    0 references
    regime-switching models
    0 references
    Markov chain
    0 references
    stochastic control
    0 references
    dynamic programming method
    0 references
    viscosity solutions
    0 references
    integro-partial differential system
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references