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Investment/consumption choice in illiquid markets with random trading times

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https://hal.archives-ouvertes.fr/hal-00704713
Contributor : Serena Benassù Connect in order to contact the contributor
Submitted on : Wednesday, June 6, 2012 - 10:11:08 AM
Last modification on : Saturday, March 28, 2020 - 2:21:10 AM

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  • HAL Id : hal-00704713, version 1

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H. Pham. Investment/consumption choice in illiquid markets with random trading times. H. Albrecher, W.J. Runggaldier, W. Schachermayer. Advanced Financial Modelling, De Gruyter, pp.1-17, 2009, Radon series in computational and applied mathematics n°8. ⟨hal-00704713⟩

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