Pages that link to "Item:Q3005846"
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The following pages link to A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (Q3005846):
Displaying 6 items.
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
- Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)
