The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes
Year of publication: |
2007
|
---|---|
Authors: | Soner, Mete H. ; Touzi, Nizar ; Ben Tahar, Imen |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | viscosity solutions | capital gains taxes | transaction costs | optimal consumption and investment in continuous time |
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