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 |
|---|---|---|---|
| English | Impact of time illiquidity in a mixed market without full observation |
scientific article; zbMATH DE number 7842763 |
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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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