"Merton Problem with Taxes: Characterization, Computation, and Approximation."

Imen Ben Tahar, H. Mete Soner, Nizar Touzi (2010)

> Home

Details and statistics

DOI: 10.1137/080742178

access: closed

type: Journal Article

metadata version: 2018-11-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamfm/TaharST10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamfm/TaharST10
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.