The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes

Imen Ben Tahar, H. Mete Soner, Nizar Touzi. The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes. SIAM J. Control and Optimization, 46(5):1779-1801, 2007. [doi]

Authors

Imen Ben Tahar

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H. Mete Soner

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Nizar Touzi

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