"Optimal consumption policies in illiquid markets."

Alessandra Cretarola et al. (2011)

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DOI: 10.1007/S00780-010-0123-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

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Alessandra Cretarola, Fausto Gozzi, Huyên Pham, Peter Tankov:
Optimal consumption policies in illiquid markets. Finance Stochastics 15(1): 85-115 (2011)

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