"On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal ..."

Christoph Belak, Olaf Menkens, Jörn Sass (2015)

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DOI: 10.1137/130934234

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type: Journal Article

metadata version: 2024-10-06

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Christoph Belak, Olaf Menkens, Jörn Sass:
On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs. SIAM J. Control. Optim. 53(5): 2878-2897 (2015)

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