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Imen Ben Tahar

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Journal Articles

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2010
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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)
2007
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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. Optim. 46(5): 1779-1801 (2007)

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