Impact of time illiquidity in a mixed market without full observation (Q6497101)
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scientific article; zbMATH DE number 7842763
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Impact of time illiquidity in a mixed market without full observation |
scientific article; zbMATH DE number 7842763 |
Statements
Impact of time illiquidity in a mixed market without full observation (English)
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6 May 2024
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investment-consumption problem
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liquidity risk
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optimal stochastic control
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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regularity of viscosity solutions
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0.8495845794677734
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0.8157989382743835
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0.8097422122955322
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0.8005636930465698
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0.7984253764152527
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