Optimal consumption and investment for a large investor: an intensity-based control framework (Q2851560)
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scientific article; zbMATH DE number 6215363
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| English | Optimal consumption and investment for a large investor: an intensity-based control framework |
scientific article; zbMATH DE number 6215363 |
Statements
11 October 2013
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optimal consumption and investment
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large investor
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market manipulation
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regime-shift model
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Optimal consumption and investment for a large investor: an intensity-based control framework (English)
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0.7990384101867676
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0.780599057674408
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0.7698808908462524
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0.7662971019744873
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0.7654508352279663
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