On the smoothness of value functions and the existence of optimal strategies in diffusion models

Bruno H. Strulovici, Martin Szydlowski. On the smoothness of value functions and the existence of optimal strategies in diffusion models. J. Economic Theory, 159:1016-1055, 2015. [doi]

Authors

Bruno H. Strulovici

This author has not been identified. Look up 'Bruno H. Strulovici' in Google

Martin Szydlowski

This author has not been identified. Look up 'Martin Szydlowski' in Google