Portfolio Optimization in Discontinuous Markets under Incomplete Information
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Volume (Year): 13 (2006)
Issue (Month): 4 (December)
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- Huy�n Pham & Peter Tankov, 2008. "A Model Of Optimal Consumption Under Liquidity Risk With Random Trading Times," Mathematical Finance, Wiley Blackwell, vol. 18(4), pages 613-627.
- Bernt Oksendal, 2005. "The Value Of Information In Stochastic Control And Finance," Australian Economic Papers, Wiley Blackwell, vol. 44(4), pages 352-364, December.
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