Investment/Consumption Problem in Illiquid Markets with Regime-Switching.

Paul Gassiat Fausto Gozzi Huyên Pham

Published in: SIAM J. Control. Optim. (2014)

Keyphrases

market data
investment strategies
decision making
electronic commerce
return on investment
market equilibrium
competitive market
data sets
long run
electronic markets
resource consumption
electricity consumption
trading strategies
real option
tunnel diode