Merton Problem with Taxes: Characterization, Computation, and Approximation

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. [doi]

Authors

Imen Ben Tahar

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H. Mete Soner

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Nizar Touzi

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