The following pages link to (Q4550917):
Displaying 24 items.
- Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach (Q428104) (← links)
- Optimal consumption policies in illiquid markets (Q483699) (← links)
- Portfolio insurance with liquidity risk (Q841847) (← links)
- Modeling the liquidity effect with the limited participation model: a skeptical view (Q1927817) (← links)
- Expected power-utility maximization under incomplete information and with Cox-process observations (Q1946535) (← 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)
- Optimal stopping problems with restricted stopping times (Q2358495) (← links)
- Optimal stopping with information constraint (Q2391931) (← 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)
- Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751) (← links)
- Optimal growth rate in random trade time (Q3400020) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- Randomised rules for stopping problems (Q5139914) (← links)
- Liquidity Models in Continuous and Discrete Time (Q5198566) (← 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)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← 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)
- Two-sided Poisson control of linear diffusions (Q6647791) (← links)
