Viscosity characterization of the value function of an investment-consumption problem in presence of illiquid assets
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Cited by:
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2015.
"Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation,"
Finance and Stochastics,
Springer, vol. 19(2), pages 415-448, April.
- Salvatore Federico & Paul Gassiat & Fausto Gozzi, 2013. "Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation," Papers 1301.0280, arXiv.org, revised Feb 2015.
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This paper has been announced in the following NEP Reports:- NEP-ALL-2012-11-17 (All new papers)
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