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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https://hdl.handle.net/1956/19525
Date
2000-11
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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