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On the existence of optimal controls for a singular stochastic control problem in finance.

Benth, Fred Espen; Karlsen, Kenneth Hvistendahl; Reikvam, Kristin
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On the existence of optimal controls for a singular stochastic control problem in finance .pdf (13.42Mb)
URI
https://hdl.handle.net/1956/19525
Date
2000-11
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  • Department of Mathematics [637]
Original version
Department of Applied Mathematics report no. 152  
Publisher
Department of Mathematics, University of Bergen
Series
Department of Applied Mathematics report
152
Copyright
Copyright the Department of Mathematics, University of Bergen

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