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Investment/Consumption Problem in Illiquid Markets with Regime-Switching

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https://hal.archives-ouvertes.fr/hal-01021272
Contributor : Serena Benassù <>
Submitted on : Wednesday, July 9, 2014 - 10:46:33 AM
Last modification on : Saturday, March 28, 2020 - 2:19:23 AM

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  • HAL Id : hal-01021272, version 1

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P. Gassiat, F. Gozzi, H. Pham. Investment/Consumption Problem in Illiquid Markets with Regime-Switching. SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2014, 52 (3), pp.1761-1786. ⟨hal-01021272⟩

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