Merton problem with taxes
Characterization, computation and approximation
Publication status
publishedExternal links
Journal / series
SIAM Journal on Financial MathematicsVolume
Pages / Article No.
Publisher
SIAMSubject
Optimal consumption and investment in continuous time; Transaction costs; Capital gains taxes; Finite differencesOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Received December 1 2008, Accepted March 8 2010, Published May 26 2010.More
Show all metadata
ETH Bibliography
yes
Altmetrics