Investment/consumption problem in illiquid markets with regime-switching (Q3192141)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Investment/consumption problem in illiquid markets with regime-switching |
scientific article |
Statements
Investment/Consumption Problem in Illiquid Markets with Regime-Switching (English)
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26 September 2014
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optimal consumption
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liquidity effects
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regime-switching models
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Markov chain
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stochastic control
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dynamic programming method
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viscosity solutions
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integro-partial differential system
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0.9054300785064696
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0.8723475337028503
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0.8619670867919922
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0.8406069278717041
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0.8366842269897461
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