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"Utility maximization in an illiquid market in continuous time."

H. Mete Soner, Mirjana Vukelja (2016)

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DOI: 10.1007/S00186-016-0544-2

access: closed

type: Journal Article

metadata version: 2020-03-03

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  - https://dblp.org/rec/journals/mmor/SonerV16
H. Mete Soner, Mirjana Vukelja:
Utility maximization in an illiquid market in continuous time. Math. Methods Oper. Res. 84(2): 285-321 (2016)

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