Gassiat, P.; Gozzi, Fausto; Pham, H.. (2014). Dynamic Programming for an Investment/Consumption problem in illiquid markets with regime-switching. In Proceedings of the conference on Stochastic Analysis and Control in honor of J. Zabczyk

Dynamic Programming for an Investment/Consumption problem in illiquid markets with regime-switching

GOZZI, FAUSTO;
2014

2014
Gassiat, P.; Gozzi, Fausto; Pham, H.. (2014). Dynamic Programming for an Investment/Consumption problem in illiquid markets with regime-switching. In Proceedings of the conference on Stochastic Analysis and Control in honor of J. Zabczyk
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11385/135796
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