Impact of time illiquidity in a mixed market without full observation
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Publication:6497101
DOI10.1111/MAFI.12101MaRDI QIDQ6497101FDOQ6497101
Authors: Salvatore Federico, Paul Gassiat, Fausto Gozzi 
Publication date: 6 May 2024
Published in: Mathematical Finance (Search for Journal in Brave)
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Hamilton-Jacobi-Bellman equationoptimal stochastic controlviscosity solutionsliquidity riskregularity of viscosity solutionsinvestment-consumption problem
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