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"Utility Maximization with Discretionary Stopping."

Ioannis Karatzas, Hui Wang (2000)

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DOI: 10.1137/S0363012998346323

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/KaratzasW00
Ioannis Karatzas, Hui Wang:
Utility Maximization with Discretionary Stopping. SIAM J. Control. Optim. 39(1): 306-329 (2000)

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