Pages that link to "Item:Q3005846"

The following pages link to A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (Q3005846):

Displaying 20 items.

• Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
• Optimal consumption policies in illiquid markets (Q483699) (← links)
• On optimal investment in a reinsurance context with a point process market model (Q661254) (← links)
• Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
• Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← links)
• HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
• Constrained optimal stopping, liquidity and effort (Q2145802) (← 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)
• A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
• Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• Optimal investment in an illiquid market with search frictions and transaction costs (Q2701076) (← links)
• OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS (Q3086254) (← links)
• Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056) (← links)
• Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
• On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096) (← links)
• The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)
• Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
• Impact of time illiquidity in a mixed market without full observation (Q6497101) (← links)