Pages that link to "Item:Q2272162"
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The following pages link to A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162):
Displaying 10 items.
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
- Qualitative results for nonlinear integro-dynamic equations via integral inequalities (Q2162102) (← links)
- Viscosity characterization of the value function of an investment-consumption problem in presence of an illiquid asset (Q2251580) (← links)
- Expected log-utility maximization under incomplete information and with Cox-process observations (Q2254308) (← links)
- Optimal stopping problems with restricted stopping times (Q2358495) (← links)
- A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (Q3005846) (← links)
- DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
- Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)
