Utility maximization in an illiquid market in continuous time
Crossref DOI link: https://doi.org/10.1007/s00186-016-0544-2
Published Online: 2016-05-21
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Soner, H. Mete
Vukelja, Mirjana
Funding for this research was provided by:
Swiss National Science Foundation (SNF 200021_153555)
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