The dynamic programming equation for the problem of optimal investment under capital gains taxes

Imen Ben Tahar, H. Mete Soner, Nizar Touzi

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Fingerprint

Dive into the research topics of 'The dynamic programming equation for the problem of optimal investment under capital gains taxes'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science