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"Merton Problem with Taxes: Characterization, Computation, and Approximation."

Imen Ben Tahar, H. Mete Soner, Nizar Touzi (2010)

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DOI: 10.1137/080742178

access: closed

type: Journal Article

metadata version: 2018-11-14

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  - journals/siamfm/TaharST10
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  - https://dblp.org/rec/journals/siamfm/TaharST10
Imen Ben Tahar, H. Mete Soner, Nizar Touzi:
Merton Problem with Taxes: Characterization, Computation, and Approximation. SIAM J. Financial Math. 1(1): 366-395 (2010)

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