Pages that link to "Item:Q343809"
From MaRDI portal
The following pages link to Utility maximization in an illiquid market in continuous time (Q343809):
Displaying 10 items.
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Optimal sale strategies in illiquid markets (Q1781150) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- Optimal market dealing under constraints (Q2401520) (← links)
- (Q2741115) (← links)
- The liquidity discount (Q2774427) (← links)
- Remarks on optimal strategies to utility maximizations in continuous time incomplete markets (Q3121489) (← links)
- Optimal Investment with Transient Price Impact (Q4971979) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Utility maximization in an illiquid market (Q5410805) (← links)