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]
@article{TaharST10,
title = {Merton Problem with Taxes: Characterization, Computation, and Approximation},
author = {Imen Ben Tahar and H. Mete Soner and Nizar Touzi},
year = {2010},
doi = {10.1137/080742178},
url = {http://dx.doi.org/10.1137/080742178},
researchr = {https://researchr.org/publication/TaharST10},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {1},
number = {1},
pages = {366-395},
}